+124.4%
AMDL vs EXEL
+74.8%
+49.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +3.1% | +23.7% | +23.8% |
| 7D | +10.3% | +2.3% | +8.0% | +11.8% |
| 30D | -38.3% | +19.8% | -58.1% | -45.8% |
| 3M | -8.7% | +32.7% | -41.4% | -28.2% |
| 6M | -14.4% | +49.0% | -63.3% | -44.6% |
| YTD | +206.9% | +63.7% | +143.3% | +77.0% |
| All | +124.4% | +74.8% | +49.6% | +25.5% |
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