+39.2%
S vs AMDL
+108.7%
-69.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.6% |
| 7D | -8.2% | -30.7% | +22.5% | -7.4% |
| 30D | -7.6% | -43.8% | +36.1% | -6.7% |
| 3M | +12.0% | -24.5% | +36.5% | +12.7% |
| 6M | +50.6% | +44.7% | +5.9% | +48.7% |
| YTD | +56.6% | +204.0% | -147.4% | +47.7% |
| 1Y | +39.2% | +109.1% | -69.8% | +32.9% |
| All | +39.2% | +108.7% | -69.4% | +32.9% |
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