+102.5%
AMDL vs FLR
+26.4%
+76.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -1.1% | -16.5% | -16.5% |
| 7D | +37.2% | +5.4% | +31.8% | +31.7% |
| 30D | -24.0% | +2.8% | -26.9% | -21.8% |
| 3M | -1.0% | -6.4% | +5.4% | +10.1% |
| 6M | -3.2% | +8.8% | -12.0% | -1.9% |
| YTD | +232.2% | +23.6% | +208.6% | +190.5% |
| 1Y | +137.7% | +13.8% | +123.9% | +124.6% |
| All | +102.5% | +26.4% | +76.1% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling