+130.4%
AMDL vs EXR
+26.0%
+104.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +2.0% |
| 7D | +5.4% | +1.7% | +3.7% | +6.7% |
| 30D | -36.6% | +18.0% | -54.7% | -27.1% |
| 3M | -1.0% | +9.7% | -10.6% | +9.0% |
| 6M | -12.1% | +13.4% | -25.5% | -4.4% |
| YTD | +215.1% | +26.3% | +188.8% | +292.1% |
| 1Y | +130.4% | +27.6% | +102.8% | +186.9% |
| All | +130.4% | +26.0% | +104.3% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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