+20.7%
AMDL vs FIVE
+19.4%
+1.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -4.3% | -30.6% | -32.4% |
| 7D | -52.7% | -1.7% | -51.0% | -51.5% |
| 30D | -65.3% | +14.9% | -80.2% | -67.7% |
| 3M | -40.8% | +7.6% | -48.5% | -43.6% |
| 6M | -12.9% | +6.4% | -19.3% | -16.4% |
| YTD | +98.0% | +28.1% | +69.9% | +70.9% |
| 1Y | +30.1% | +54.7% | -24.6% | +0.9% |
| All | +20.7% | +19.4% | +1.3% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling