+3.9%
W vs AMDL
+127.5%
-123.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +26.8% | -22.2% | +0.6% |
| 7D | +3.3% | +10.3% | -7.0% | +0.2% |
| 30D | +10.5% | -38.3% | +48.8% | +15.7% |
| 3M | +9.6% | -8.7% | +18.4% | +6.2% |
| 6M | +76.4% | -14.4% | +90.8% | +63.6% |
| YTD | +16.4% | +206.9% | -190.6% | -16.9% |
| All | +3.9% | +127.5% | -123.6% | -24.6% |
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