+95.0%
AMDL vs LDOS
+7.1%
+87.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.5% | +8.7% | +9.0% |
| 7D | +4.5% | -5.4% | +9.9% | +6.4% |
| 30D | -4.4% | +4.9% | -9.3% | -6.2% |
| 3M | -30.5% | +7.2% | -37.7% | -31.7% |
| 6M | +300.9% | -24.2% | +325.1% | +361.8% |
| YTD | +219.9% | -25.8% | +245.7% | +268.6% |
| 1Y | +374.7% | -24.7% | +399.4% | +438.8% |
| All | +95.0% | +7.1% | +87.9% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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