+2.2%
XLU vs AMDL
+130.1%
-128.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -17.6% | +18.1% | +0.6% |
| 7D | +2.1% | +37.2% | -35.1% | +2.0% |
| 30D | +5.6% | -24.0% | +29.6% | +5.5% |
| 3M | +0.7% | -1.0% | +1.8% | +0.6% |
| 6M | -0.1% | -3.2% | +3.2% | -0.5% |
| YTD | +5.3% | +232.2% | -226.9% | +1.6% |
| 1Y | +2.2% | +137.7% | -135.6% | -0.1% |
| All | +2.2% | +130.1% | -128.0% | -0.1% |
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