+13.2%
W vs AMDL
+62.4%
-49.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +22.3% | -23.7% | -4.8% |
| 7D | -3.6% | -26.2% | +22.6% | -0.4% |
| 30D | +7.0% | -57.1% | +64.0% | +18.7% |
| 3M | +7.4% | -29.8% | +37.2% | +8.6% |
| 6M | +69.3% | -22.2% | +91.5% | +59.5% |
| YTD | +11.3% | +142.1% | -130.8% | -17.2% |
| 1Y | +13.2% | +85.8% | -72.6% | -14.1% |
| All | +13.2% | +62.4% | -49.2% | -14.1% |
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