+27.8%
UL vs AMDL
+95.0%
-67.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | +0.1% |
| 7D | -1.3% | +4.5% | -5.9% | -1.2% |
| 30D | +0.5% | -4.4% | +4.9% | +0.5% |
| 3M | +17.6% | -30.5% | +48.1% | +17.5% |
| 6M | -5.4% | +300.9% | -306.3% | -4.0% |
| YTD | +0.7% | +219.9% | -219.2% | +2.0% |
| 1Y | -9.3% | +374.7% | -384.0% | -7.8% |
| All | +27.8% | +95.0% | -67.3% | +27.6% |
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 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