+119.6%
AMDL vs BAH
-36.6%
+156.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -0.6% | +14.9% | +14.3% |
| 7D | +18.5% | -1.6% | +20.1% | +18.4% |
| 30D | -24.2% | +18.0% | -42.2% | -23.5% |
| 3M | +11.5% | +11.4% | +0.1% | +12.9% |
| 6M | -1.0% | +17.7% | -18.7% | +1.1% |
| YTD | +260.3% | +5.4% | +254.9% | +274.1% |
| 1Y | +178.2% | +2.8% | +175.4% | +189.7% |
| All | +119.6% | -36.6% | +156.2% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling