+28.6%
XLY vs AMDL
+126.1%
-97.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.5% |
| 7D | -1.7% | +15.9% | -17.6% | -2.9% |
| 30D | -4.2% | +10.5% | -14.7% | -5.3% |
| 3M | -2.7% | -4.7% | +2.0% | -4.5% |
| 6M | -0.6% | +355.2% | -355.8% | -18.3% |
| YTD | -5.0% | +270.9% | -275.9% | -21.8% |
| 1Y | -4.1% | +499.5% | -503.6% | -27.8% |
| All | +28.6% | +126.1% | -97.5% | -8.1% |
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 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