+18.8%
XLV vs AMDL
+115.6%
-96.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.5% |
| 7D | -4.4% | +20.7% | -25.1% | -4.5% |
| 30D | -1.4% | +9.4% | -10.8% | -1.5% |
| 3M | +8.9% | +5.6% | +3.2% | +8.1% |
| 6M | +9.1% | +340.3% | -331.2% | +3.7% |
| YTD | +7.9% | +253.6% | -245.7% | +2.6% |
| 1Y | +22.7% | +443.4% | -420.6% | +13.8% |
| All | +18.8% | +115.6% | -96.7% | +8.2% |
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