+27.6%
XLP vs AMDL
+47.6%
-20.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +22.3% | -23.6% | -0.9% |
| 7D | +0.7% | -26.2% | +26.9% | +0.5% |
| 30D | +10.3% | -57.1% | +67.3% | +9.3% |
| 3M | +6.5% | -29.8% | +36.4% | +6.3% |
| 6M | +8.4% | -22.2% | +30.6% | +8.1% |
| YTD | +18.2% | +142.1% | -123.9% | +17.5% |
| 1Y | +22.4% | +85.8% | -63.4% | +21.8% |
| All | +27.6% | +47.6% | -20.0% | +22.8% |
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