+44.9%
XLU vs AMDL
+131.0%
-86.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.0% | -7.2% | -1.3% |
| 7D | +0.6% | +29.0% | -28.3% | +0.2% |
| 30D | -0.4% | +19.1% | -19.5% | -0.8% |
| 3M | -1.7% | +1.8% | -3.5% | -2.3% |
| 6M | -7.1% | +374.4% | -381.5% | -11.6% |
| YTD | +1.9% | +278.9% | -277.0% | -2.9% |
| 1Y | +6.1% | +510.6% | -504.5% | -0.8% |
| All | +44.9% | +131.0% | -86.1% | +30.6% |
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