+26.4%
UL vs AMDL
+117.8%
-91.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.7% | -12.7% | -0.8% |
| 7D | -1.3% | +19.9% | -21.3% | -0.9% |
| 30D | +0.9% | +6.3% | -5.3% | +1.1% |
| 3M | +14.2% | -9.9% | +24.1% | +14.5% |
| 6M | -3.2% | +394.3% | -397.5% | -1.5% |
| YTD | -0.3% | +257.3% | -257.6% | +1.2% |
| 1Y | -8.8% | +508.5% | -517.3% | -7.1% |
| All | +26.4% | +117.8% | -91.4% | +26.6% |
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