+35.0%
S vs AMDL
+179.2%
-144.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +11.9% | -18.1% | -6.9% |
| 7D | +4.1% | +103.5% | -99.5% | +0.1% |
| 30D | -7.2% | -18.3% | +11.1% | -8.4% |
| 3M | 0.0% | +20.1% | -20.1% | -1.8% |
| 6M | +41.6% | +15.9% | +25.7% | +38.4% |
| YTD | +48.6% | +303.0% | -254.4% | +38.5% |
| All | +35.0% | +179.2% | -144.1% | +24.5% |
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