+47.6%
AMDL vs EL
-22.9%
+70.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +2.2% | +20.0% | +20.8% |
| 7D | -26.2% | +0.8% | -27.0% | -25.2% |
| 30D | -57.1% | +16.5% | -73.6% | -61.0% |
| 3M | -29.8% | +29.2% | -59.0% | -42.5% |
| 6M | -22.2% | +27.9% | -50.1% | -36.9% |
| YTD | +142.1% | +6.2% | +135.9% | +117.0% |
| 1Y | +85.8% | +27.2% | +58.7% | +42.8% |
| All | +47.6% | -22.9% | +70.4% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling