+130.4%
AMDL vs ALM
+12.3%
+118.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.2% | +9.9% | +7.6% |
| 7D | +5.4% | -6.3% | +11.7% | +13.8% |
| 30D | -36.6% | -31.4% | -5.2% | -16.1% |
| 3M | -1.0% | -40.6% | +39.6% | +38.9% |
| 6M | -12.1% | -58.6% | +46.5% | +51.8% |
| YTD | +215.1% | -7.6% | +222.7% | +310.1% |
| 1Y | +130.4% | +13.8% | +116.5% | +179.2% |
| All | +130.4% | +12.3% | +118.1% | +179.2% |
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