+95.0%
AMDL vs FRSH
-28.9%
+123.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.7% | +13.9% | +10.4% |
| 7D | +4.5% | -8.2% | +12.7% | +6.7% |
| 30D | -4.4% | +10.5% | -14.9% | -7.8% |
| 3M | -30.5% | +32.7% | -63.2% | -38.2% |
| 6M | +300.9% | +50.3% | +250.6% | +225.9% |
| YTD | +219.9% | +3.9% | +216.0% | +209.1% |
| 1Y | +374.7% | -2.2% | +376.9% | +371.6% |
| All | +95.0% | -28.9% | +123.9% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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