+95.0%
AMDL vs FLR
+44.9%
+50.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.3% | +11.5% | +11.3% |
| 7D | +4.5% | +5.4% | -0.9% | -0.9% |
| 30D | -4.4% | +11.4% | -15.8% | -17.3% |
| 3M | -30.5% | +11.4% | -41.9% | -35.7% |
| 6M | +300.9% | +16.6% | +284.3% | +245.6% |
| YTD | +219.9% | +41.7% | +178.2% | +133.3% |
| 1Y | +374.7% | +35.4% | +339.3% | +268.4% |
| All | +95.0% | +44.9% | +50.1% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling