+95.0%
AMDL vs ALK
+10.1%
+84.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.5% | +7.7% | +8.0% |
| 7D | +4.5% | -0.7% | +5.2% | +5.1% |
| 30D | -4.4% | -19.2% | +14.8% | +12.3% |
| 3M | -30.5% | -1.5% | -29.0% | -29.6% |
| 6M | +300.9% | -13.1% | +313.9% | +338.5% |
| YTD | +219.9% | -16.4% | +236.4% | +257.4% |
| 1Y | +374.7% | -33.1% | +407.8% | +515.9% |
| All | +95.0% | +10.1% | +84.9% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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