+145.7%
AMDL vs FDS
-28.3%
+173.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.9% | +12.8% | +11.5% |
| 7D | +103.5% | -2.6% | +106.1% | +102.0% |
| 30D | -18.3% | +14.1% | -32.4% | -14.0% |
| 3M | +20.1% | +19.8% | +0.3% | +29.2% |
| 6M | +15.9% | +55.0% | -39.1% | +24.6% |
| YTD | +303.0% | +15.9% | +287.1% | +382.1% |
| 1Y | +164.0% | +24.2% | +139.8% | +199.4% |
| All | +145.7% | -28.3% | +173.9% | +307.1% |
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