+109.1%
AMDL vs BG
+7.2%
+101.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.5% |
| 7D | -30.7% | -3.8% | -27.0% | -30.6% |
| 30D | -43.8% | -9.6% | -34.2% | -43.5% |
| 3M | -24.5% | -8.5% | -16.0% | -24.8% |
| 6M | +44.7% | -23.0% | +67.7% | +48.4% |
| YTD | +204.0% | +10.9% | +193.1% | +199.3% |
| 1Y | +109.1% | +6.0% | +103.1% | +99.2% |
| All | +109.1% | +7.2% | +101.9% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling