+102.9%
SLV vs AMDL
+92.1%
+10.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.7% |
| 7D | +3.7% | +5.4% | -1.7% | +1.7% |
| 30D | -15.2% | -36.6% | +21.5% | -12.7% |
| 3M | -21.8% | -1.0% | -20.8% | -23.7% |
| 6M | -36.3% | -12.1% | -24.2% | -38.8% |
| YTD | -27.8% | +215.1% | -243.0% | -40.0% |
| 1Y | +1.5% | +130.4% | -128.9% | -14.1% |
| All | +102.9% | +92.1% | +10.8% | +65.9% |
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