+33.1%
S vs AMDL
+62.4%
-29.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +22.3% | -20.6% | +0.6% |
| 7D | -13.4% | -26.2% | +12.8% | -12.6% |
| 30D | -14.0% | -57.1% | +43.1% | -12.5% |
| 3M | +4.9% | -29.8% | +34.7% | +6.1% |
| 6M | +42.0% | -22.2% | +64.2% | +42.4% |
| YTD | +45.1% | +142.1% | -97.0% | +39.0% |
| 1Y | +33.1% | +85.8% | -52.8% | +27.2% |
| All | +33.1% | +62.4% | -29.4% | +27.2% |
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 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