+109.1%
AMDL vs ALC
+4.2%
+104.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +9.6% |
| 7D | -30.7% | +10.7% | -41.4% | -21.3% |
| 30D | -43.8% | +20.2% | -63.9% | -28.8% |
| 3M | -24.5% | +8.9% | -33.4% | -12.3% |
| 6M | +44.7% | +5.7% | +39.0% | +72.4% |
| YTD | +204.0% | -1.4% | +205.4% | +271.2% |
| 1Y | +109.1% | +4.7% | +104.4% | +146.8% |
| All | +109.1% | +4.2% | +104.9% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling