+47.6%
AMDL vs FDS
-29.1%
+76.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -3.7% | +26.0% | +20.9% |
| 7D | -26.2% | -0.5% | -25.7% | -26.0% |
| 30D | -57.1% | +20.2% | -77.3% | -54.1% |
| 3M | -29.8% | +19.9% | -49.7% | -24.5% |
| 6M | -22.2% | +56.2% | -78.4% | -17.2% |
| YTD | +142.1% | +14.6% | +127.6% | +188.6% |
| 1Y | +85.8% | +31.6% | +54.2% | +99.8% |
| All | +47.6% | -29.1% | +76.7% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling