+145.7%
AMDL vs BB
+217.8%
-72.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.0% | +14.8% | +14.1% |
| 7D | +103.5% | +9.0% | +94.6% | +93.2% |
| 30D | -18.3% | +7.7% | -26.0% | -18.6% |
| 3M | +20.1% | +4.0% | +16.1% | +21.0% |
| 6M | +15.9% | +46.6% | -30.7% | -6.2% |
| YTD | +303.0% | +140.6% | +162.4% | +135.3% |
| 1Y | +164.0% | +103.1% | +60.9% | +69.3% |
| All | +145.7% | +217.8% | -72.1% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling