+164.0%
AMDL vs EL
+22.5%
+141.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.6% | +13.5% | +12.6% |
| 7D | +103.5% | +2.7% | +100.9% | +101.8% |
| 30D | -18.3% | +10.8% | -29.1% | -20.4% |
| 3M | +20.1% | +26.5% | -6.4% | +9.9% |
| 6M | +15.9% | +31.1% | -15.2% | +3.3% |
| YTD | +303.0% | +6.6% | +296.4% | +274.1% |
| 1Y | +164.0% | +21.8% | +142.2% | +122.5% |
| All | +164.0% | +22.5% | +141.5% | +122.5% |
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