+95.0%
AMDL vs FDS
-34.7%
+129.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -3.5% | +12.7% | +8.3% |
| 7D | +4.5% | -1.9% | +6.4% | +4.1% |
| 30D | -4.4% | +9.0% | -13.4% | -2.0% |
| 3M | -30.5% | +18.9% | -49.3% | -26.4% |
| 6M | +300.9% | +35.1% | +265.8% | +311.4% |
| YTD | +219.9% | +5.5% | +214.4% | +264.2% |
| 1Y | +374.7% | -16.8% | +391.5% | +554.1% |
| All | +95.0% | -34.7% | +129.7% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling