+137.7%
AMDL vs ES
+2.1%
+135.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.8% | -18.4% | -17.0% |
| 7D | +37.2% | +2.7% | +34.5% | +39.6% |
| 30D | -24.0% | +7.6% | -31.6% | -20.1% |
| 3M | -1.0% | +0.5% | -1.5% | +2.8% |
| 6M | -3.2% | +7.6% | -10.8% | -1.3% |
| YTD | +232.2% | +10.2% | +222.0% | +234.9% |
| 1Y | +137.7% | +1.8% | +135.9% | +149.9% |
| All | +137.7% | +2.1% | +135.6% | +149.9% |
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