+113.9%
TER vs AMDL
+47.6%
+66.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +22.3% | -19.7% | -4.4% |
| 7D | -20.5% | -26.2% | +5.7% | -14.5% |
| 30D | -47.0% | -57.1% | +10.1% | -33.4% |
| 3M | -43.3% | -29.8% | -13.4% | -39.5% |
| 6M | -42.9% | -22.2% | -20.7% | -41.9% |
| YTD | +12.9% | +142.1% | -129.3% | -21.6% |
| 1Y | +18.2% | +85.8% | -67.7% | -13.3% |
| All | +113.9% | +47.6% | +66.4% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling