+95.0%
AMDL vs EXEL
+155.0%
-60.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.2% | +9.4% | +9.3% |
| 7D | +4.5% | +8.4% | -3.8% | +1.1% |
| 30D | -4.4% | +4.1% | -8.5% | -6.4% |
| 3M | -30.5% | +12.4% | -42.9% | -34.4% |
| 6M | +300.9% | +41.5% | +259.3% | +251.1% |
| YTD | +219.9% | +34.6% | +185.3% | +184.1% |
| 1Y | +374.7% | +57.9% | +316.8% | +306.9% |
| All | +95.0% | +155.0% | -60.0% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling