+87.1%
AMDL vs BG
+14.9%
+72.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +2.1% | +24.7% | +25.8% |
| 7D | +10.3% | +7.4% | +2.9% | +6.7% |
| 30D | -38.3% | -1.5% | -36.8% | -38.1% |
| 3M | -8.7% | -6.1% | -2.7% | -7.6% |
| 6M | -14.4% | -18.0% | +3.6% | -7.0% |
| YTD | +206.9% | +15.6% | +191.3% | +165.8% |
| 1Y | +144.4% | +9.6% | +134.8% | +117.4% |
| All | +87.1% | +14.9% | +72.2% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling