+50.9%
V vs AMDL
+87.1%
-36.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +26.8% | -26.9% | -0.4% |
| 7D | -0.8% | +10.3% | -11.0% | -1.0% |
| 30D | +9.5% | -38.3% | +47.8% | +9.9% |
| 3M | +16.7% | -8.7% | +25.4% | +16.3% |
| 6M | +32.9% | -14.4% | +47.3% | +31.3% |
| YTD | +21.1% | +206.9% | -185.8% | +12.8% |
| 1Y | +26.6% | +144.4% | -117.8% | +18.8% |
| All | +50.9% | +87.1% | -36.2% | +25.3% |
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