+141.2%
TER vs AMDL
+87.1%
+54.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +26.8% | -14.0% | +4.3% |
| 7D | -5.8% | +10.3% | -16.0% | -10.8% |
| 30D | -38.9% | -38.3% | -0.6% | -31.6% |
| 3M | -35.1% | -8.7% | -26.4% | -36.5% |
| 6M | -31.6% | -14.4% | -17.2% | -32.8% |
| YTD | +27.2% | +206.9% | -179.7% | -18.3% |
| 1Y | +35.2% | +144.4% | -109.2% | -9.1% |
| All | +141.2% | +87.1% | +54.1% | +34.6% |
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