+117.8%
AMDL vs EL
-28.7%
+146.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.8% | +13.1% |
| 7D | +19.9% | +1.7% | +18.3% | +18.5% |
| 30D | +6.3% | +15.5% | -9.2% | -6.1% |
| 3M | -9.9% | +20.6% | -30.4% | -23.4% |
| 6M | +394.3% | +10.5% | +383.8% | +340.0% |
| YTD | +257.3% | -1.9% | +259.2% | +236.4% |
| 1Y | +508.5% | +16.1% | +492.5% | +401.3% |
| All | +117.8% | -28.7% | +146.5% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling