-12.9%
AMDL vs BAH
+15.9%
-28.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | +1.2% | -36.0% | -33.9% |
| 7D | -52.7% | +6.0% | -58.8% | -49.5% |
| 30D | -65.3% | +31.1% | -96.4% | -56.2% |
| 3M | -40.8% | +25.2% | -66.0% | -26.7% |
| 6M | -12.9% | +18.9% | -31.8% | +21.1% |
| All | -12.9% | +15.9% | -28.8% | +21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling