-20.8%
XYL vs AMDL
+47.6%
-68.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +22.3% | -24.5% | -3.1% |
| 7D | +5.9% | -26.2% | +32.1% | +6.7% |
| 30D | -3.9% | -57.1% | +53.2% | -1.0% |
| 3M | -18.7% | -29.8% | +11.2% | -18.8% |
| 6M | -16.9% | -22.2% | +5.4% | -19.5% |
| YTD | -27.4% | +142.1% | -169.5% | -36.9% |
| 1Y | -34.0% | +85.8% | -119.8% | -41.8% |
| All | -20.8% | +47.6% | -68.4% | -37.2% |
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