+671.5%
AMDL vs ADVB
-97.5%
+769.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +4.2% | +18.1% | +21.9% |
| 7D | -26.2% | -13.9% | -12.3% | -24.9% |
| 30D | -57.1% | -68.1% | +11.0% | -53.6% |
| 3M | -29.8% | -73.4% | +43.5% | -24.0% |
| 6M | -22.2% | -70.8% | +48.6% | -19.5% |
| YTD | +142.1% | -66.1% | +208.2% | +134.5% |
| 1Y | +85.8% | -77.5% | +163.3% | +95.9% |
| All | +671.5% | -97.5% | +769.0% | +1,490.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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