+117.8%
AMDL vs BB
+174.2%
-56.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.2% | +9.5% | +10.2% |
| 7D | +19.9% | +0.5% | +19.4% | +19.7% |
| 30D | +6.3% | -12.4% | +18.6% | +15.5% |
| 3M | -9.9% | -15.3% | +5.4% | +0.2% |
| 6M | +394.3% | +128.8% | +265.5% | +189.8% |
| YTD | +257.3% | +107.7% | +149.6% | +121.5% |
| 1Y | +508.5% | +103.9% | +404.7% | +285.9% |
| All | +117.8% | +174.2% | -56.4% | +6.9% |
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