+530.9%
AMDL vs ADVB
-97.6%
+628.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -9.5% | -25.3% | -34.1% |
| 7D | -52.7% | -28.0% | -24.7% | -51.2% |
| 30D | -65.3% | -70.2% | +4.9% | -62.4% |
| 3M | -40.8% | -76.1% | +35.2% | -35.5% |
| 6M | -12.9% | -72.3% | +59.4% | -9.5% |
| YTD | +98.0% | -67.5% | +165.5% | +92.3% |
| 1Y | +30.1% | -78.6% | +108.7% | +37.8% |
| All | +530.9% | -97.6% | +628.6% | +1,204.8% |
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