+95.0%
AMDL vs EXR
+10.2%
+84.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.2% | +10.4% | +9.5% |
| 7D | +4.5% | -2.6% | +7.1% | +5.1% |
| 30D | -4.4% | -7.2% | +2.8% | -2.8% |
| 3M | -30.5% | -3.5% | -27.0% | -31.5% |
| 6M | +300.9% | -5.3% | +306.2% | +296.8% |
| YTD | +219.9% | +9.4% | +210.6% | +197.1% |
| 1Y | +374.7% | +1.3% | +373.4% | +352.8% |
| All | +95.0% | +10.2% | +84.8% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling