-8.0%
T vs AMDL
+127.5%
-135.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +26.8% | -26.0% | +1.9% |
| 7D | +1.7% | +10.3% | -8.6% | +2.7% |
| 30D | -1.7% | -38.3% | +36.6% | -2.9% |
| 3M | -7.3% | -8.7% | +1.4% | -6.4% |
| 6M | -11.2% | -14.4% | +3.2% | -9.5% |
| YTD | -8.1% | +206.9% | -215.0% | +0.3% |
| All | -8.0% | +127.5% | -135.5% | -0.1% |
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