+95.0%
AMDL vs FIVE
+24.9%
+70.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.1% | +4.1% | +6.2% |
| 7D | +4.5% | +4.3% | +0.3% | +2.1% |
| 30D | -4.4% | +12.5% | -16.9% | -11.4% |
| 3M | -30.5% | +31.2% | -61.7% | -41.5% |
| 6M | +300.9% | +14.4% | +286.5% | +266.0% |
| YTD | +219.9% | +33.9% | +186.0% | +168.5% |
| 1Y | +374.7% | +65.1% | +309.7% | +253.3% |
| All | +95.0% | +24.9% | +70.2% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling