+5.7%
XYZ vs AMDL
+47.6%
-41.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +22.3% | -20.6% | -1.1% |
| 7D | +12.1% | -26.2% | +38.4% | +14.9% |
| 30D | +12.4% | -57.1% | +69.5% | +22.1% |
| 3M | +8.2% | -29.8% | +38.0% | +9.0% |
| 6M | +20.7% | -22.2% | +42.9% | +13.3% |
| YTD | +31.3% | +142.1% | -110.8% | -3.9% |
| 1Y | +20.5% | +85.8% | -65.3% | -8.6% |
| All | +5.7% | +47.6% | -41.9% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling