+85.8%
W vs AMDL
+102.5%
-16.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -17.6% | +18.0% | +3.7% |
| 7D | +0.2% | +37.2% | -37.1% | -7.0% |
| 30D | +6.8% | -24.0% | +30.9% | +7.7% |
| 3M | +10.7% | -1.0% | +11.7% | +3.6% |
| 6M | +86.3% | -3.2% | +89.6% | +65.4% |
| YTD | +11.5% | +232.2% | -220.8% | -30.1% |
| 1Y | +5.1% | +137.7% | -132.6% | -29.7% |
| All | +85.8% | +102.5% | -16.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling