+119.6%
AMDL vs BG
+13.9%
+105.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.9% | +13.5% | +13.9% |
| 7D | +18.5% | +3.4% | +15.1% | +16.7% |
| 30D | -24.2% | -3.8% | -20.5% | -23.1% |
| 3M | +11.5% | -9.6% | +21.1% | +15.2% |
| 6M | -1.0% | -19.5% | +18.5% | +8.6% |
| YTD | +260.3% | +14.6% | +245.6% | +213.2% |
| 1Y | +178.2% | +6.6% | +171.5% | +151.7% |
| All | +119.6% | +13.9% | +105.7% | +66.5% |
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