+1.2%
S vs AMDL
+92.1%
-90.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.0% | -0.6% |
| 7D | +1.4% | +5.4% | -4.0% | 0.0% |
| 30D | -10.8% | -36.6% | +25.8% | -8.5% |
| 3M | +5.4% | -1.0% | +6.4% | +3.2% |
| 6M | +41.2% | -12.1% | +53.3% | +35.1% |
| YTD | +56.2% | +215.1% | -158.9% | +22.4% |
| 1Y | +36.3% | +130.4% | -94.1% | +10.5% |
| All | +1.2% | +92.1% | -90.9% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling