-14.2%
S vs AMDL
+95.0%
-109.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | -0.4% |
| 7D | -7.7% | +4.5% | -12.2% | -8.1% |
| 30D | -5.3% | -4.4% | -0.9% | -5.2% |
| 3M | +20.3% | -30.5% | +50.8% | +20.9% |
| 6M | +47.4% | +300.9% | -253.5% | +17.4% |
| YTD | +32.5% | +219.9% | -187.4% | +5.7% |
| 1Y | +9.5% | +374.7% | -365.2% | -21.7% |
| All | -14.2% | +95.0% | -109.2% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling