+52.5%
V vs AMDL
+102.5%
-50.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -17.6% | +18.9% | +1.5% |
| 7D | +0.9% | +37.2% | -36.3% | +0.5% |
| 30D | +9.0% | -24.0% | +33.0% | +9.0% |
| 3M | +16.7% | -1.0% | +17.7% | +16.1% |
| 6M | +33.4% | -3.2% | +36.6% | +31.4% |
| YTD | +22.4% | +232.2% | -209.9% | +13.8% |
| 1Y | +27.7% | +137.7% | -110.1% | +20.3% |
| All | +52.5% | +102.5% | -50.0% | +26.4% |
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