+108.6%
TER vs AMDL
+20.7%
+87.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -34.9% | +19.6% | -4.2% |
| 7D | -28.2% | -52.7% | +24.5% | -11.1% |
| 30D | -50.6% | -65.3% | +14.7% | -33.1% |
| 3M | -45.3% | -40.8% | -4.5% | -38.0% |
| 6M | -40.4% | -12.9% | -27.5% | -40.8% |
| YTD | +10.0% | +98.0% | -88.0% | -18.0% |
| 1Y | +13.6% | +30.1% | -16.5% | -7.1% |
| All | +108.6% | +20.7% | +87.9% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling