+31.8%
V vs AMDL
+117.8%
-86.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.4% | -1.9% |
| 7D | -1.1% | +19.9% | -21.0% | -1.4% |
| 30D | +1.9% | +6.3% | -4.4% | +1.7% |
| 3M | +15.5% | -9.9% | +25.4% | +15.0% |
| 6M | +16.6% | +394.3% | -377.7% | +8.3% |
| YTD | +5.7% | +257.3% | -251.6% | -1.3% |
| 1Y | +8.6% | +508.5% | -500.0% | -3.0% |
| All | +31.8% | +117.8% | -86.0% | +9.6% |
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 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