+95.0%
AMDL vs ALC
-15.6%
+110.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.2% | +11.4% | +9.7% |
| 7D | +4.5% | -2.1% | +6.6% | +5.0% |
| 30D | -4.4% | -0.1% | -4.3% | -4.6% |
| 3M | -30.5% | +5.9% | -36.4% | -32.4% |
| 6M | +300.9% | -15.9% | +316.8% | +340.9% |
| YTD | +219.9% | -10.1% | +230.0% | +229.1% |
| 1Y | +374.7% | -10.2% | +384.9% | +381.0% |
| All | +95.0% | -15.6% | +110.6% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling