+115.6%
AMDL vs GNRC
+60.7%
+54.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.6% | -4.1% | -3.9% |
| 7D | +20.7% | -0.7% | +21.4% | +22.0% |
| 30D | +9.4% | -15.8% | +25.3% | +32.1% |
| 3M | +5.6% | -24.0% | +29.7% | +49.7% |
| 6M | +340.3% | -13.8% | +354.1% | +469.9% |
| YTD | +253.6% | +33.2% | +220.4% | +186.7% |
| 1Y | +443.4% | -1.8% | +445.2% | +499.0% |
| All | +115.6% | +60.7% | +54.8% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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