+95.0%
AMDL vs BR
-9.9%
+104.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.4% | +12.6% | +8.8% |
| 7D | +4.5% | -5.3% | +9.8% | +3.9% |
| 30D | -4.4% | +6.4% | -10.8% | -4.0% |
| 3M | -30.5% | +13.6% | -44.1% | -28.5% |
| 6M | +300.9% | -6.7% | +307.6% | +339.2% |
| YTD | +219.9% | -21.1% | +241.0% | +292.6% |
| 1Y | +374.7% | -29.6% | +404.3% | +549.2% |
| All | +95.0% | -9.9% | +104.9% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling