+76.0%
RF vs AMDL
+95.0%
-19.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | -0.5% |
| 7D | +1.3% | +4.5% | -3.2% | +1.1% |
| 30D | -3.6% | -4.4% | +0.8% | -3.5% |
| 3M | +8.1% | -30.5% | +38.6% | +8.3% |
| 6M | +11.5% | +300.9% | -289.4% | -1.5% |
| YTD | +15.6% | +219.9% | -204.4% | +2.2% |
| 1Y | +15.7% | +374.7% | -359.0% | -3.5% |
| All | +76.0% | +95.0% | -19.0% | +35.2% |
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