+178.2%
AMDL vs FDS
+27.2%
+151.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +2.7% | +11.6% | +16.7% |
| 7D | +18.5% | -2.1% | +20.6% | +16.5% |
| 30D | -24.2% | +16.0% | -40.2% | -12.4% |
| 3M | +11.5% | +18.8% | -7.3% | +34.4% |
| 6M | -1.0% | +54.1% | -55.1% | +45.5% |
| YTD | +260.3% | +17.0% | +243.3% | +391.8% |
| 1Y | +178.2% | +25.5% | +152.6% | +320.2% |
| All | +178.2% | +27.2% | +151.0% | +320.2% |
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