+57.3%
QQQ vs AMDL
+87.1%
-29.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +26.8% | -23.2% | +0.2% |
| 7D | -0.3% | +10.3% | -10.5% | -2.8% |
| 30D | -9.6% | -38.3% | +28.7% | -6.2% |
| 3M | -5.9% | -8.7% | +2.8% | -7.9% |
| 6M | -4.3% | -14.4% | +10.1% | -8.4% |
| YTD | +11.0% | +206.9% | -196.0% | -13.6% |
| 1Y | +11.9% | +144.4% | -132.5% | -11.0% |
| All | +57.3% | +87.1% | -29.8% | +7.3% |
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