+115.6%
AMDL vs BG
+41.5%
+74.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.1% |
| 7D | +20.7% | +3.7% | +17.0% | +18.6% |
| 30D | +9.4% | +12.3% | -2.9% | +3.1% |
| 3M | +5.6% | -2.2% | +7.9% | +6.8% |
| 6M | +340.3% | +5.3% | +334.9% | +319.6% |
| YTD | +253.6% | +42.4% | +211.2% | +180.2% |
| 1Y | +443.4% | +55.2% | +388.2% | +302.7% |
| All | +115.6% | +41.5% | +74.1% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling