+109.1%
AMDL vs EL
+25.6%
+83.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | -0.6% |
| 7D | -30.7% | +2.5% | -33.2% | -31.2% |
| 30D | -43.8% | +20.1% | -63.9% | -47.7% |
| 3M | -24.5% | +29.3% | -53.8% | -33.0% |
| 6M | +44.7% | +38.8% | +5.9% | +23.3% |
| YTD | +204.0% | +8.1% | +195.9% | +172.1% |
| 1Y | +109.1% | +22.3% | +86.7% | +57.4% |
| All | +109.1% | +25.6% | +83.4% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling