+85.8%
AMDL vs EXR
+26.1%
+59.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.6% | +22.9% | +21.8% |
| 7D | -26.2% | +5.2% | -31.4% | -22.5% |
| 30D | -57.1% | +20.9% | -78.0% | -49.4% |
| 3M | -29.8% | +7.7% | -37.6% | -23.4% |
| 6M | -22.2% | +13.2% | -35.4% | -14.5% |
| YTD | +142.1% | +26.5% | +115.6% | +210.9% |
| 1Y | +85.8% | +27.2% | +58.6% | +139.2% |
| All | +85.8% | +26.1% | +59.7% | +139.2% |
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