+131.0%
AMDL vs GNRC
+65.0%
+66.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.0% | +8.0% | +8.2% |
| 7D | +29.0% | +3.2% | +25.8% | +24.8% |
| 30D | +19.1% | -9.5% | +28.6% | +32.5% |
| 3M | +1.8% | -28.5% | +30.3% | +53.0% |
| 6M | +374.4% | -10.0% | +384.4% | +486.4% |
| YTD | +278.9% | +36.7% | +242.2% | +198.3% |
| 1Y | +510.6% | +2.6% | +508.0% | +541.3% |
| All | +131.0% | +65.0% | +66.0% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling