+26.1%
XRT vs AMDL
+119.6%
-93.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.3% | -14.4% | -0.8% |
| 7D | -1.4% | +18.5% | -20.0% | -2.9% |
| 30D | +9.8% | -24.2% | +34.0% | +10.1% |
| 3M | +3.3% | +11.5% | -8.2% | +0.9% |
| 6M | +13.6% | -1.0% | +14.6% | +9.3% |
| YTD | +9.1% | +260.3% | -251.2% | -6.9% |
| 1Y | +15.1% | +178.2% | -163.1% | -0.3% |
| All | +26.1% | +119.6% | -93.5% | -2.7% |
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