+43.0%
T vs AMDL
+47.6%
-4.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +22.3% | -23.2% | -0.1% |
| 7D | +1.0% | -26.2% | +27.2% | +0.3% |
| 30D | -10.6% | -57.1% | +46.5% | -12.6% |
| 3M | -7.7% | -29.8% | +22.1% | -8.0% |
| 6M | -13.3% | -22.2% | +8.9% | -12.3% |
| YTD | -8.8% | +142.1% | -150.9% | -3.4% |
| 1Y | -8.4% | +85.8% | -94.2% | -3.5% |
| All | +43.0% | +47.6% | -4.6% | +53.0% |
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 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