+102.5%
AMDL vs FDS
-28.1%
+130.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.3% | -17.9% | -17.5% |
| 7D | +37.2% | +1.5% | +35.7% | +37.9% |
| 30D | -24.0% | +14.8% | -38.9% | -19.8% |
| 3M | -1.0% | +16.3% | -17.3% | +5.9% |
| 6M | -3.2% | +66.2% | -69.4% | +2.6% |
| YTD | +232.2% | +16.2% | +216.0% | +297.9% |
| 1Y | +137.7% | +21.8% | +115.9% | +174.4% |
| All | +102.5% | -28.1% | +130.6% | +236.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling