+374.7%
AMDL vs FIVE
+66.7%
+308.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.1% | +4.1% | +5.6% |
| 7D | +4.5% | +4.3% | +0.3% | +1.7% |
| 30D | -4.4% | +12.5% | -16.9% | -12.9% |
| 3M | -30.5% | +31.2% | -61.7% | -43.5% |
| 6M | +300.9% | +14.4% | +286.5% | +258.6% |
| YTD | +219.9% | +33.9% | +186.0% | +155.0% |
| 1Y | +374.7% | +65.1% | +309.7% | +228.4% |
| All | +374.7% | +66.7% | +308.0% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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