+29.8%
XLY vs AMDL
+117.8%
-88.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.5% | -1.7% |
| 7D | -0.5% | +19.9% | -20.5% | -2.1% |
| 30D | -4.9% | +6.3% | -11.2% | -5.7% |
| 3M | -1.0% | -9.9% | +8.9% | -2.5% |
| 6M | 0.0% | +394.3% | -394.3% | -18.5% |
| YTD | -4.2% | +257.3% | -261.5% | -20.8% |
| 1Y | -2.7% | +508.5% | -511.2% | -27.1% |
| All | +29.8% | +117.8% | -88.0% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling