+87.1%
AMDL vs EXR
+28.2%
+58.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +0.6% | +26.2% | +26.7% |
| 7D | +10.3% | +2.7% | +7.6% | +10.0% |
| 30D | -38.3% | +18.9% | -57.2% | -40.0% |
| 3M | -8.7% | +8.4% | -17.1% | -9.5% |
| 6M | -14.4% | +14.3% | -28.7% | -18.2% |
| YTD | +206.9% | +27.2% | +179.7% | +178.1% |
| 1Y | +144.4% | +25.9% | +118.5% | +121.4% |
| All | +87.1% | +28.2% | +58.9% | +50.0% |
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