+27.4%
XLY vs AMDL
+115.6%
-88.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.7% | +6.2% | +0.1% |
| 7D | -3.9% | +20.7% | -24.6% | -5.4% |
| 30D | -6.1% | +9.4% | -15.5% | -7.1% |
| 3M | -1.2% | +5.6% | -6.8% | -4.0% |
| 6M | -1.8% | +340.3% | -342.0% | -19.0% |
| YTD | -5.9% | +253.6% | -259.5% | -22.2% |
| 1Y | -3.1% | +443.4% | -446.5% | -26.3% |
| All | +27.4% | +115.6% | -88.1% | -8.6% |
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