+19.4%
U vs AMDL
+79.5%
-60.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +22.3% | -16.8% | +3.3% |
| 7D | +36.6% | -26.2% | +62.8% | +38.6% |
| 30D | +13.3% | -57.1% | +70.4% | +22.4% |
| 3M | +26.2% | -29.8% | +56.0% | +26.9% |
| 6M | +88.7% | -22.2% | +111.0% | +75.8% |
| YTD | +16.6% | +142.1% | -125.5% | -17.3% |
| All | +19.4% | +79.5% | -60.1% | -12.7% |
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