+46.6%
T vs AMDL
+145.7%
-99.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.9% | -12.2% | +0.1% |
| 7D | +1.6% | +103.5% | -101.9% | +4.5% |
| 30D | -2.9% | -18.3% | +15.4% | -2.8% |
| 3M | -7.5% | +20.1% | -27.6% | -5.8% |
| 6M | -9.9% | +15.9% | -25.8% | -7.5% |
| YTD | -6.4% | +303.0% | -309.5% | +0.9% |
| 1Y | -9.4% | +164.0% | -173.4% | -3.1% |
| All | +46.6% | +145.7% | -99.0% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling