+92.1%
AMDL vs ALC
-11.3%
+103.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.7% |
| 7D | +5.4% | +2.3% | +3.1% | +5.3% |
| 30D | -36.6% | +15.5% | -52.1% | -37.5% |
| 3M | -1.0% | +0.6% | -1.6% | 0.0% |
| 6M | -12.1% | +18.4% | -30.5% | -16.6% |
| YTD | +215.1% | -5.6% | +220.7% | +224.8% |
| 1Y | +130.4% | 0.0% | +130.3% | +123.5% |
| All | +92.1% | -11.3% | +103.4% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling