+37.3%
XLC vs AMDL
+145.7%
-108.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.9% | -12.8% | -1.5% |
| 7D | +3.1% | +103.5% | -100.5% | -0.7% |
| 30D | -4.2% | -18.3% | +14.1% | -4.3% |
| 3M | -2.1% | +20.1% | -22.2% | -4.4% |
| 6M | -6.6% | +15.9% | -22.5% | -10.5% |
| YTD | -7.8% | +303.0% | -310.8% | -21.2% |
| 1Y | -4.1% | +164.0% | -168.1% | -15.5% |
| All | +37.3% | +145.7% | -108.4% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling