+66.2%
QQQ vs AMDL
+117.8%
-51.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.8% | -1.5% |
| 7D | +1.5% | +19.9% | -18.4% | -0.9% |
| 30D | -0.6% | +6.3% | -6.9% | -1.8% |
| 3M | +0.4% | -9.9% | +10.3% | -1.1% |
| 6M | +20.1% | +394.3% | -374.2% | -7.3% |
| YTD | +17.2% | +257.3% | -240.1% | -7.9% |
| 1Y | +24.7% | +508.5% | -483.8% | -12.8% |
| All | +66.2% | +117.8% | -51.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling