+18.6%
XLV vs AMDL
+126.1%
-107.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.2% |
| 7D | -3.6% | +15.9% | -19.5% | -3.7% |
| 30D | -1.8% | +10.5% | -12.3% | -1.9% |
| 3M | +7.8% | -4.7% | +12.5% | +7.4% |
| 6M | +9.1% | +355.2% | -346.1% | +3.7% |
| YTD | +7.7% | +270.9% | -263.1% | +2.3% |
| 1Y | +20.4% | +499.5% | -479.1% | +11.4% |
| All | +18.6% | +126.1% | -107.5% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling