+510.6%
AMDL vs BG
+49.9%
+460.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.3% | +6.4% | +6.1% |
| 7D | +29.0% | +0.5% | +28.4% | +28.7% |
| 30D | +19.1% | +10.3% | +8.8% | +15.7% |
| 3M | +1.8% | -1.9% | +3.7% | +3.2% |
| 6M | +374.4% | +5.2% | +369.1% | +355.6% |
| YTD | +278.9% | +41.2% | +237.7% | +218.1% |
| 1Y | +510.6% | +50.5% | +460.0% | +375.8% |
| All | +510.6% | +49.9% | +460.7% | +375.8% |
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