+65.1%
W vs AMDL
+95.0%
-29.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.2% | -6.7% | +0.6% |
| 7D | -4.2% | +4.5% | -8.7% | -5.1% |
| 30D | -7.6% | -4.4% | -3.2% | -7.4% |
| 3M | +37.2% | -30.5% | +67.7% | +39.7% |
| 6M | +26.3% | +300.9% | -274.6% | -17.1% |
| YTD | -1.0% | +219.9% | -220.9% | -33.5% |
| 1Y | +20.1% | +374.7% | -354.6% | -33.7% |
| All | +65.1% | +95.0% | -29.9% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling