-15.7%
AMDL vs BG
-18.1%
+2.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +2.1% | +24.7% | +26.7% |
| 7D | +10.3% | +7.4% | +2.9% | +10.5% |
| 30D | -38.3% | -1.5% | -36.8% | -38.3% |
| 3M | -8.7% | -6.1% | -2.7% | -9.6% |
| All | -15.7% | -18.1% | +2.4% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling