+3.9%
XYZ vs AMDL
+20.7%
-16.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -34.9% | +30.8% | +0.3% |
| 7D | +9.2% | -52.7% | +61.9% | +18.2% |
| 30D | +9.8% | -65.3% | +75.1% | +22.9% |
| 3M | -0.2% | -40.8% | +40.6% | +2.9% |
| 6M | +18.0% | -12.9% | +30.8% | +7.4% |
| YTD | +29.1% | +98.0% | -68.9% | -2.9% |
| 1Y | +14.1% | +30.1% | -16.0% | -8.4% |
| All | +3.9% | +20.7% | -16.8% | -30.1% |
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