+47.6%
AMDL vs EXR
+27.5%
+20.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.6% | +22.9% | +22.3% |
| 7D | -26.2% | +5.2% | -31.4% | -26.6% |
| 30D | -57.1% | +20.9% | -78.0% | -58.5% |
| 3M | -29.8% | +7.7% | -37.6% | -30.4% |
| 6M | -22.2% | +13.2% | -35.4% | -25.5% |
| YTD | +142.1% | +26.5% | +115.6% | +119.5% |
| 1Y | +85.8% | +27.2% | +58.6% | +66.8% |
| All | +47.6% | +27.5% | +20.1% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling