+92.1%
AMDL vs BB
+218.5%
-126.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.5% | +3.3% |
| 7D | +5.4% | +11.6% | -6.2% | -0.2% |
| 30D | -36.6% | +2.6% | -39.2% | -34.8% |
| 3M | -1.0% | +3.5% | -4.5% | +0.1% |
| 6M | -12.1% | +43.5% | -55.6% | -27.9% |
| YTD | +215.1% | +141.2% | +74.0% | +83.9% |
| 1Y | +130.4% | +97.4% | +33.0% | +50.5% |
| All | +92.1% | +218.5% | -126.4% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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