+145.7%
AMDL vs GRMN
+103.8%
+41.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.6% | +14.5% | +13.2% |
| 7D | +103.5% | -0.1% | +103.6% | +103.8% |
| 30D | -18.3% | +3.5% | -21.8% | -19.9% |
| 3M | +20.1% | -7.3% | +27.4% | +24.5% |
| 6M | +15.9% | +21.8% | -5.9% | +2.3% |
| YTD | +303.0% | +42.8% | +260.2% | +229.2% |
| 1Y | +164.0% | +46.5% | +117.5% | +113.4% |
| All | +145.7% | +103.8% | +41.8% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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