+117.8%
AMDL vs BLDR
-68.3%
+186.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.9% | +16.6% | +14.1% |
| 7D | +19.9% | -0.3% | +20.3% | +19.8% |
| 30D | +6.3% | -16.2% | +22.5% | +15.2% |
| 3M | -9.9% | -14.4% | +4.5% | -4.6% |
| 6M | +394.3% | -32.8% | +427.1% | +490.3% |
| YTD | +257.3% | -39.2% | +296.5% | +337.2% |
| 1Y | +508.5% | -57.7% | +566.2% | +813.3% |
| All | +117.8% | -68.3% | +186.1% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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