+119.6%
AMDL vs ALLY
+10.8%
+108.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +1.6% | +12.7% | +12.8% |
| 7D | +18.5% | -2.8% | +21.3% | +22.4% |
| 30D | -24.2% | +1.9% | -26.1% | -25.2% |
| 3M | +11.5% | -12.1% | +23.6% | +25.8% |
| 6M | -1.0% | -9.0% | +8.0% | +8.3% |
| YTD | +260.3% | -12.9% | +273.2% | +300.9% |
| 1Y | +178.2% | -0.1% | +178.2% | +168.1% |
| All | +119.6% | +10.8% | +108.8% | +93.6% |
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