+4.6%
XYZ vs AMDL
+102.5%
-97.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -17.6% | +20.4% | +4.9% |
| 7D | -1.1% | +37.2% | -38.3% | -5.8% |
| 30D | +11.5% | -24.0% | +35.6% | +11.8% |
| 3M | +1.8% | -1.0% | +2.8% | -2.7% |
| 6M | +21.2% | -3.2% | +24.4% | +10.3% |
| YTD | +29.9% | +232.2% | -202.3% | -9.5% |
| 1Y | +35.8% | +137.7% | -102.0% | -0.2% |
| All | +4.6% | +102.5% | -97.9% | -34.8% |
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