+85.8%
AMDL vs ES
+1.8%
+84.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -2.9% | +25.2% | +20.3% |
| 7D | -26.2% | +1.9% | -28.1% | -25.0% |
| 30D | -57.1% | +7.1% | -64.1% | -55.3% |
| 3M | -29.8% | -1.9% | -27.9% | -28.4% |
| 6M | -22.2% | +4.4% | -26.6% | -21.5% |
| YTD | +142.1% | +7.3% | +134.8% | +141.5% |
| 1Y | +85.8% | +2.1% | +83.7% | +89.9% |
| All | +85.8% | +1.8% | +84.0% | +89.9% |
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