+58.1%
USB vs AMDL
+20.7%
+37.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -34.9% | +32.8% | -0.7% |
| 7D | -1.5% | -52.7% | +51.3% | +1.1% |
| 30D | +4.3% | -65.3% | +69.6% | +8.2% |
| 3M | -6.1% | -40.8% | +34.8% | -5.2% |
| 6M | +9.4% | -12.9% | +22.3% | +5.5% |
| YTD | +15.2% | +98.0% | -82.8% | +3.4% |
| 1Y | +32.8% | +30.1% | +2.6% | +22.2% |
| All | +58.1% | +20.7% | +37.4% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling