+109.1%
AMDL vs FDS
+31.1%
+77.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +4.1% |
| 7D | -30.7% | +9.4% | -40.2% | -24.3% |
| 30D | -43.8% | +23.8% | -67.6% | -31.6% |
| 3M | -24.5% | +25.1% | -49.6% | -5.5% |
| 6M | +44.7% | +53.8% | -9.1% | +114.4% |
| YTD | +204.0% | +19.6% | +184.4% | +326.3% |
| 1Y | +109.1% | +31.6% | +77.4% | +212.6% |
| All | +109.1% | +31.1% | +77.9% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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