+92.1%
AMDL vs ALLY
+9.1%
+83.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +4.8% |
| 7D | +5.4% | -0.7% | +6.1% | +6.5% |
| 30D | -36.6% | +1.1% | -37.8% | -37.1% |
| 3M | -1.0% | -13.2% | +12.2% | +12.9% |
| 6M | -12.1% | -13.5% | +1.4% | +0.6% |
| YTD | +215.1% | -14.3% | +229.4% | +255.3% |
| 1Y | +130.4% | -1.1% | +131.5% | +123.7% |
| All | +92.1% | +9.1% | +83.0% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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