+374.7%
AMDL vs EXEL
+59.2%
+315.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.4% | +9.3% |
| 7D | +4.5% | +8.4% | -3.8% | -1.3% |
| 30D | -4.4% | +4.1% | -8.5% | -7.8% |
| 3M | -30.5% | +12.4% | -42.9% | -37.6% |
| 6M | +300.9% | +41.5% | +259.3% | +208.9% |
| YTD | +219.9% | +34.6% | +185.3% | +150.9% |
| 1Y | +374.7% | +57.9% | +316.8% | +295.5% |
| All | +374.7% | +59.2% | +315.5% | +295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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