+87.1%
AMDL vs FIVE
+25.6%
+61.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +5.6% | +21.2% | +23.4% |
| 7D | +10.3% | +6.2% | +4.1% | +8.2% |
| 30D | -38.3% | +18.2% | -56.4% | -43.0% |
| 3M | -8.7% | +3.8% | -12.6% | -10.4% |
| 6M | -14.4% | +13.7% | -28.1% | -21.1% |
| YTD | +206.9% | +34.7% | +172.2% | +158.4% |
| 1Y | +144.4% | +66.6% | +77.8% | +81.8% |
| All | +87.1% | +25.6% | +61.5% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling