+51.5%
V vs AMDL
+92.1%
-40.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.4% |
| 7D | +0.8% | +5.4% | -4.6% | +0.6% |
| 30D | +9.9% | -36.6% | +46.6% | +10.3% |
| 3M | +17.5% | -1.0% | +18.5% | +16.9% |
| 6M | +33.5% | -12.1% | +45.5% | +31.7% |
| YTD | +21.6% | +215.1% | -193.6% | +13.2% |
| 1Y | +27.6% | +130.4% | -102.8% | +20.1% |
| All | +51.5% | +92.1% | -40.6% | +25.7% |
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