+102.5%
AMDL vs EXEL
+198.2%
-95.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -1.2% | -16.4% | -17.1% |
| 7D | +37.2% | -0.8% | +38.0% | +38.1% |
| 30D | -24.0% | +13.1% | -37.2% | -26.5% |
| 3M | -1.0% | +36.3% | -37.4% | -11.5% |
| 6M | -3.2% | +34.5% | -37.7% | -13.8% |
| YTD | +232.2% | +57.4% | +174.8% | +180.9% |
| 1Y | +137.7% | +62.9% | +74.8% | +99.5% |
| All | +102.5% | +198.2% | -95.7% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling