+140.6%
TER vs AMDL
+92.1%
+48.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.1% |
| 7D | -8.9% | +5.4% | -14.3% | -12.5% |
| 30D | -39.1% | -36.6% | -2.4% | -32.4% |
| 3M | -32.8% | -1.0% | -31.8% | -35.8% |
| 6M | -31.7% | -12.1% | -19.6% | -33.6% |
| YTD | +26.9% | +215.1% | -188.2% | -19.2% |
| 1Y | +33.6% | +130.4% | -96.8% | -8.9% |
| All | +140.6% | +92.1% | +48.5% | +33.1% |
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