+28.1%
XYZ vs AMDL
+133.6%
-105.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.0% | -3.5% |
| 7D | +12.6% | +5.4% | +7.2% | +11.5% |
| 30D | +10.8% | -36.6% | +47.4% | +12.2% |
| 3M | +8.4% | -1.0% | +9.3% | +6.7% |
| 6M | +14.3% | -12.1% | +26.4% | +10.4% |
| YTD | +31.5% | +215.1% | -183.6% | +14.6% |
| 1Y | +28.1% | +130.4% | -102.3% | +12.6% |
| All | +28.1% | +133.6% | -105.4% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling