+92.1%
AMDL vs COO
-37.2%
+129.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.7% |
| 7D | +5.4% | +4.5% | +0.9% | +5.1% |
| 30D | -36.6% | +16.9% | -53.5% | -37.9% |
| 3M | -1.0% | -16.7% | +15.7% | +2.7% |
| 6M | -12.1% | +5.9% | -18.0% | -17.1% |
| YTD | +215.1% | -22.4% | +237.6% | +241.9% |
| 1Y | +130.4% | -10.1% | +140.5% | +129.7% |
| All | +92.1% | -37.2% | +129.3% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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