+95.0%
AMDL vs CHD
-2.4%
+97.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.2% | +9.2% |
| 7D | +4.5% | -2.7% | +7.2% | +2.1% |
| 30D | -4.4% | -4.6% | +0.2% | -8.0% |
| 3M | -30.5% | +5.0% | -35.5% | -25.4% |
| 6M | +300.9% | -3.2% | +304.1% | +304.6% |
| YTD | +219.9% | +18.6% | +201.3% | +275.8% |
| 1Y | +374.7% | +4.8% | +369.9% | +423.4% |
| All | +95.0% | -2.4% | +97.5% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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