+95.0%
AMDL vs EL
-27.2%
+122.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.0% | +6.2% | +7.2% |
| 7D | +4.5% | +0.8% | +3.7% | +4.1% |
| 30D | -4.4% | +19.8% | -24.2% | -17.7% |
| 3M | -30.5% | +25.7% | -56.2% | -42.6% |
| 6M | +300.9% | +5.4% | +295.4% | +271.6% |
| YTD | +219.9% | +0.2% | +219.7% | +197.5% |
| 1Y | +374.7% | +20.4% | +354.3% | +280.3% |
| All | +95.0% | -27.2% | +122.2% | +99.8% |
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