-12.0%
XYL vs AMDL
+117.8%
-129.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.7% | -8.7% | +2.3% |
| 7D | +1.8% | +19.9% | -18.2% | +0.7% |
| 30D | -9.2% | +6.3% | -15.5% | -9.7% |
| 3M | -0.3% | -9.9% | +9.6% | -1.3% |
| 6M | -11.0% | +394.3% | -405.3% | -23.5% |
| YTD | -19.2% | +257.3% | -276.5% | -30.0% |
| 1Y | -21.2% | +508.5% | -529.7% | -36.3% |
| All | -12.0% | +117.8% | -129.8% | -30.3% |
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