+115.6%
AMDL vs BR
-12.3%
+127.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.7% |
| 7D | +20.7% | -6.0% | +26.7% | +19.8% |
| 30D | +9.4% | -0.9% | +10.3% | +9.3% |
| 3M | +5.6% | +16.4% | -10.7% | +7.1% |
| 6M | +340.3% | -8.2% | +348.5% | +381.5% |
| YTD | +253.6% | -23.2% | +276.8% | +332.5% |
| 1Y | +443.4% | -30.9% | +474.3% | +634.0% |
| All | +115.6% | -12.3% | +127.9% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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