+102.5%
AMDL vs FIVE
+22.1%
+80.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -0.2% | -17.4% | -17.5% |
| 7D | +37.2% | +2.7% | +34.6% | +35.6% |
| 30D | -24.0% | +12.7% | -36.7% | -27.9% |
| 3M | -1.0% | +2.1% | -3.1% | -2.1% |
| 6M | -3.2% | +17.5% | -20.7% | -12.4% |
| YTD | +232.2% | +31.0% | +201.3% | +184.0% |
| 1Y | +137.7% | +67.7% | +70.0% | +75.5% |
| All | +102.5% | +22.1% | +80.4% | +12.1% |
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