+64.0%
U vs AMDL
+117.8%
-53.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.7% | -9.1% | +0.6% |
| 7D | +4.5% | +19.9% | -15.5% | +1.1% |
| 30D | -0.6% | +6.3% | -6.8% | -2.3% |
| 3M | +48.4% | -9.9% | +58.3% | +43.8% |
| 6M | +115.4% | +394.3% | -278.9% | +39.0% |
| YTD | -3.2% | +257.3% | -260.5% | -34.6% |
| 1Y | -6.0% | +508.5% | -514.6% | -45.9% |
| All | +64.0% | +117.8% | -53.8% | -12.0% |
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 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