+27.3%
V vs AMDL
+133.6%
-106.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.3% |
| 7D | +0.6% | +5.4% | -4.8% | +1.0% |
| 30D | +9.7% | -36.6% | +46.4% | +9.0% |
| 3M | +17.3% | -1.0% | +18.3% | +18.0% |
| 6M | +33.2% | -12.1% | +45.3% | +33.7% |
| YTD | +21.3% | +215.1% | -193.8% | +22.6% |
| 1Y | +27.3% | +130.4% | -103.0% | +28.6% |
| All | +27.3% | +133.6% | -106.2% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling