+1.6%
S vs AMDL
+87.1%
-85.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +26.8% | -18.7% | +5.4% |
| 7D | +1.6% | +10.3% | -8.7% | -0.3% |
| 30D | -10.5% | -38.3% | +27.8% | -7.9% |
| 3M | +9.9% | -8.7% | +18.6% | +8.4% |
| 6M | +41.8% | -14.4% | +56.1% | +36.0% |
| YTD | +56.8% | +206.9% | -150.1% | +23.2% |
| 1Y | +39.0% | +144.4% | -105.4% | +11.5% |
| All | +1.6% | +87.1% | -85.5% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling