+66.0%
W vs AMDL
+117.8%
-51.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.7% | -11.1% | -1.8% |
| 7D | +6.5% | +19.9% | -13.5% | +2.4% |
| 30D | -6.2% | +6.3% | -12.5% | -8.2% |
| 3M | +48.9% | -9.9% | +58.8% | +44.3% |
| 6M | +31.2% | +394.3% | -363.1% | -17.7% |
| YTD | -0.4% | +257.3% | -257.7% | -34.7% |
| 1Y | +14.8% | +508.5% | -493.7% | -40.4% |
| All | +66.0% | +117.8% | -51.8% | -19.7% |
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