+95.0%
AMDL vs GNRC
+65.7%
+29.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.4% | +6.8% | +6.6% |
| 7D | +4.5% | +1.9% | +2.6% | +2.6% |
| 30D | -4.4% | -13.8% | +9.4% | +12.0% |
| 3M | -30.5% | -32.6% | +2.2% | +12.3% |
| 6M | +300.9% | -15.2% | +316.1% | +425.1% |
| YTD | +219.9% | +37.4% | +182.6% | +150.6% |
| 1Y | +374.7% | +5.1% | +369.6% | +383.1% |
| All | +95.0% | +65.7% | +29.3% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling