+87.1%
AMDL vs ALC
-10.0%
+97.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +0.3% | +26.5% | +26.8% |
| 7D | +10.3% | +2.1% | +8.2% | +10.2% |
| 30D | -38.3% | +17.2% | -55.5% | -39.1% |
| 3M | -8.7% | +4.6% | -13.4% | -8.4% |
| 6M | -14.4% | +20.1% | -34.5% | -18.8% |
| YTD | +206.9% | -4.2% | +211.1% | +216.2% |
| 1Y | +144.4% | +2.1% | +142.3% | +135.8% |
| All | +87.1% | -10.0% | +97.1% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling