+25.1%
RF vs AMDL
+108.7%
-83.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.5% |
| 7D | +2.3% | -30.7% | +33.0% | +2.3% |
| 30D | +7.2% | -43.8% | +51.0% | +7.4% |
| 3M | -8.2% | -24.5% | +16.3% | -8.2% |
| 6M | +7.0% | +44.7% | -37.7% | +5.3% |
| YTD | +10.3% | +204.0% | -193.7% | +5.1% |
| 1Y | +25.1% | +109.1% | -84.0% | +20.8% |
| All | +25.1% | +108.7% | -83.6% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling