+137.7%
AMDL vs ALM
+19.0%
+118.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +7.7% | -25.3% | -22.7% |
| 7D | +37.2% | +1.2% | +36.0% | +33.9% |
| 30D | -24.0% | -19.3% | -4.7% | -10.8% |
| 3M | -1.0% | -40.6% | +39.6% | +36.8% |
| 6M | -3.2% | -57.9% | +54.7% | +64.5% |
| YTD | +232.2% | -6.7% | +238.9% | +310.6% |
| 1Y | +137.7% | +20.2% | +117.6% | +163.7% |
| All | +137.7% | +19.0% | +118.8% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling