+145.7%
AMDL vs FLR
+27.8%
+117.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.2% | +14.0% | +14.1% |
| 7D | +103.5% | +10.1% | +93.4% | +87.6% |
| 30D | -18.3% | -0.5% | -17.9% | -13.4% |
| 3M | +20.1% | -4.8% | +24.9% | +31.1% |
| 6M | +15.9% | +10.7% | +5.2% | +15.3% |
| YTD | +303.0% | +25.0% | +278.1% | +247.7% |
| 1Y | +164.0% | +8.3% | +155.7% | +160.3% |
| All | +145.7% | +27.8% | +117.9% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling