+160.6%
TER vs AMDL
+119.6%
+41.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +14.3% | -6.0% | +3.8% |
| 7D | +5.9% | +18.5% | -12.6% | -2.0% |
| 30D | -30.8% | -24.2% | -6.5% | -27.4% |
| 3M | -29.9% | +11.5% | -41.4% | -35.6% |
| 6M | -27.5% | -1.0% | -26.4% | -32.1% |
| YTD | +37.5% | +260.3% | -222.8% | -16.2% |
| 1Y | +50.3% | +178.2% | -127.9% | -3.2% |
| All | +160.6% | +119.6% | +41.0% | +38.1% |
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 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