+2.3%
XYZ vs AMDL
+95.0%
-92.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -2.0% |
| 7D | -1.0% | +4.5% | -5.5% | -1.6% |
| 30D | -1.7% | -4.4% | +2.7% | -1.6% |
| 3M | +16.7% | -30.5% | +47.2% | +17.5% |
| 6M | +26.9% | +300.9% | -274.0% | -7.8% |
| YTD | +27.1% | +219.9% | -192.8% | -7.1% |
| 1Y | +9.3% | +374.7% | -365.5% | -30.3% |
| All | +2.3% | +95.0% | -92.7% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling