+117.8%
AMDL vs BG
+40.7%
+77.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.4% | +7.3% | +9.5% |
| 7D | +19.9% | +2.4% | +17.6% | +18.6% |
| 30D | +6.3% | +15.0% | -8.8% | -1.2% |
| 3M | -9.9% | -0.7% | -9.2% | -9.8% |
| 6M | +394.3% | +7.5% | +386.8% | +364.8% |
| YTD | +257.3% | +41.6% | +215.7% | +184.0% |
| 1Y | +508.5% | +50.7% | +457.9% | +359.0% |
| All | +117.8% | +40.7% | +77.1% | +51.0% |
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 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