+64.4%
RF vs AMDL
+20.7%
+43.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -34.9% | +32.7% | -0.7% |
| 7D | -1.6% | -52.7% | +51.1% | +1.0% |
| 30D | +5.0% | -65.3% | +70.3% | +9.0% |
| 3M | -10.0% | -40.8% | +30.9% | -9.1% |
| 6M | +3.3% | -12.9% | +16.2% | -0.5% |
| YTD | +7.9% | +98.0% | -90.1% | -3.7% |
| 1Y | +21.2% | +30.1% | -8.9% | +11.1% |
| All | +64.4% | +20.7% | +43.7% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling