+130.4%
AMDL vs EL
+30.6%
+99.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | +5.4% | +7.6% | -2.2% | +3.7% |
| 30D | -36.6% | +15.7% | -52.3% | -39.3% |
| 3M | -1.0% | +30.5% | -31.5% | -10.6% |
| 6M | -12.1% | +32.5% | -44.6% | -22.0% |
| YTD | +215.1% | +9.4% | +205.7% | +189.2% |
| 1Y | +130.4% | +28.4% | +102.0% | +82.7% |
| All | +130.4% | +30.6% | +99.8% | +82.7% |
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