+145.7%
AMDL vs ALLY
+10.0%
+135.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.7% | +12.6% | +12.5% |
| 7D | +103.5% | -2.1% | +105.7% | +107.4% |
| 30D | -18.3% | +2.0% | -20.3% | -19.5% |
| 3M | +20.1% | -13.3% | +33.4% | +37.2% |
| 6M | +15.9% | -9.9% | +25.8% | +27.9% |
| YTD | +303.0% | -13.5% | +316.6% | +351.2% |
| 1Y | +164.0% | -2.8% | +166.8% | +160.8% |
| All | +145.7% | +10.0% | +135.6% | +117.8% |
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