+5.1%
W vs AMDL
+130.1%
-125.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -17.6% | +18.0% | +2.9% |
| 7D | +0.2% | +37.2% | -37.1% | -5.5% |
| 30D | +6.8% | -24.0% | +30.9% | +7.7% |
| 3M | +10.7% | -1.0% | +11.7% | +5.2% |
| 6M | +86.3% | -3.2% | +89.6% | +68.6% |
| YTD | +11.5% | +232.2% | -220.8% | -21.5% |
| 1Y | +5.1% | +137.7% | -132.6% | -25.2% |
| All | +5.1% | +130.1% | -125.0% | -25.2% |
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