+119.6%
AMDL vs ES
+34.4%
+85.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +1.3% | +13.0% | +14.7% |
| 7D | +18.5% | +0.1% | +18.4% | +18.9% |
| 30D | -24.2% | +6.7% | -31.0% | -23.0% |
| 3M | +11.5% | +0.3% | +11.1% | +12.8% |
| 6M | -1.0% | +7.4% | -8.4% | -0.7% |
| YTD | +260.3% | +8.4% | +251.9% | +261.4% |
| 1Y | +178.2% | +0.6% | +177.5% | +180.1% |
| All | +119.6% | +34.4% | +85.2% | +141.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling