+47.6%
AMDL vs BLDR
-68.3%
+115.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -4.5% | +26.8% | +24.2% |
| 7D | -26.2% | -3.7% | -22.6% | -25.0% |
| 30D | -57.1% | +16.8% | -73.9% | -60.9% |
| 3M | -29.8% | -13.7% | -16.1% | -26.5% |
| 6M | -22.2% | -21.9% | -0.4% | -15.0% |
| YTD | +142.1% | -39.2% | +181.3% | +191.2% |
| 1Y | +85.8% | -42.6% | +128.5% | +129.2% |
| All | +47.6% | -68.3% | +115.9% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling