+50.3%
TER vs AMDL
+168.6%
-118.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +14.3% | -6.0% | +3.1% |
| 7D | +5.9% | +18.5% | -12.6% | -3.3% |
| 30D | -30.8% | -24.2% | -6.5% | -27.1% |
| 3M | -29.9% | +11.5% | -41.4% | -36.7% |
| 6M | -27.5% | -1.0% | -26.4% | -32.7% |
| YTD | +37.5% | +260.3% | -222.8% | -18.3% |
| 1Y | +50.3% | +178.2% | -127.9% | -5.5% |
| All | +50.3% | +168.6% | -118.3% | -5.5% |
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