+374.7%
AMDL vs ES
+16.6%
+358.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.6% | +9.8% | +9.2% |
| 7D | +4.5% | +0.3% | +4.2% | +4.6% |
| 30D | -4.4% | -2.0% | -2.4% | -4.4% |
| 3M | -30.5% | +1.7% | -32.2% | -31.6% |
| 6M | +300.9% | -3.5% | +304.4% | +307.2% |
| YTD | +219.9% | +7.9% | +212.0% | +203.4% |
| 1Y | +374.7% | +17.2% | +357.6% | +354.6% |
| All | +374.7% | +16.6% | +358.2% | +354.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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