+199.8%
TER vs AMDL
+384.9%
-185.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.2% | -3.8% | +2.7% |
| 7D | +0.6% | +4.5% | -4.0% | -0.8% |
| 30D | -8.3% | -4.4% | -3.9% | -7.4% |
| 3M | -12.2% | -30.5% | +18.2% | -4.9% |
| 6M | +17.0% | +300.9% | -283.9% | -14.5% |
| YTD | +84.6% | +219.9% | -135.3% | +36.7% |
| 1Y | +199.8% | +374.7% | -174.9% | +125.0% |
| All | +199.8% | +384.9% | -185.1% | +125.0% |
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 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