+115.6%
AMDL vs BTG
+118.4%
-2.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.9% | -3.8% | -5.0% |
| 7D | +20.7% | -5.5% | +26.2% | +24.4% |
| 30D | +9.4% | +6.1% | +3.3% | +4.8% |
| 3M | +5.6% | +38.6% | -33.0% | -16.4% |
| 6M | +340.3% | +0.7% | +339.6% | +327.1% |
| YTD | +253.6% | +20.3% | +233.3% | +209.0% |
| 1Y | +443.4% | +25.0% | +418.3% | +367.1% |
| All | +115.6% | +118.4% | -2.9% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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