+92.1%
AMDL vs FDS
-29.5%
+121.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.6% |
| 7D | +5.4% | -2.0% | +7.4% | +4.8% |
| 30D | -36.6% | +13.5% | -50.1% | -33.4% |
| 3M | -1.0% | +15.2% | -16.1% | +5.5% |
| 6M | -12.1% | +47.0% | -59.1% | -5.3% |
| YTD | +215.1% | +13.9% | +201.2% | +274.8% |
| 1Y | +130.4% | +25.2% | +105.2% | +155.1% |
| All | +92.1% | -29.5% | +121.6% | +216.5% |
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