+11.8%
XLF vs AMDL
+133.6%
-121.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | +0.5% |
| 7D | +1.9% | +5.4% | -3.5% | +1.8% |
| 30D | +6.5% | -36.6% | +43.1% | +6.5% |
| 3M | +1.2% | -1.0% | +2.2% | +1.0% |
| 6M | +14.6% | -12.1% | +26.7% | +13.7% |
| YTD | +7.7% | +215.1% | -207.4% | +3.2% |
| 1Y | +11.8% | +130.4% | -118.6% | +8.3% |
| All | +11.8% | +133.6% | -121.8% | +8.3% |
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