+59.8%
U vs AMDL
+95.0%
-35.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -2.6% |
| 7D | -3.8% | +4.5% | -8.3% | -4.6% |
| 30D | +17.5% | -4.4% | +21.9% | +17.6% |
| 3M | +38.7% | -30.5% | +69.2% | +40.0% |
| 6M | +104.4% | +300.9% | -196.5% | +37.3% |
| YTD | -5.7% | +219.9% | -225.6% | -35.0% |
| 1Y | +3.7% | +374.7% | -371.0% | -37.4% |
| All | +59.8% | +95.0% | -35.2% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling