+47.6%
AMDL vs EXEL
+200.6%
-153.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +1.3% | +21.0% | +21.8% |
| 7D | -26.2% | +0.3% | -26.5% | -25.3% |
| 30D | -57.1% | +19.0% | -76.1% | -59.5% |
| 3M | -29.8% | +33.3% | -63.1% | -37.0% |
| 6M | -22.2% | +42.9% | -65.1% | -32.5% |
| YTD | +142.1% | +58.7% | +83.4% | +103.5% |
| 1Y | +85.8% | +70.5% | +15.3% | +54.1% |
| All | +47.6% | +200.6% | -153.1% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling