+85.5%
W vs AMDL
+47.6%
+37.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +22.3% | -23.7% | -5.7% |
| 7D | -3.6% | -26.2% | +22.6% | +0.3% |
| 30D | +7.0% | -57.1% | +64.0% | +21.9% |
| 3M | +7.4% | -29.8% | +37.2% | +8.8% |
| 6M | +69.3% | -22.2% | +91.5% | +57.6% |
| YTD | +11.3% | +142.1% | -130.8% | -24.9% |
| 1Y | +13.2% | +85.8% | -72.6% | -20.2% |
| All | +85.5% | +47.6% | +37.9% | -7.6% |
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 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