+124.4%
AMDL vs EL
+30.3%
+94.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +2.8% | +24.0% | +25.5% |
| 7D | +10.3% | +8.0% | +2.2% | +8.4% |
| 30D | -38.3% | +15.4% | -53.7% | -40.8% |
| 3M | -8.7% | +28.5% | -37.2% | -16.9% |
| 6M | -14.4% | +32.2% | -46.6% | -23.9% |
| YTD | +206.9% | +9.2% | +197.8% | +182.0% |
| All | +124.4% | +30.3% | +94.1% | +78.2% |
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