+95.0%
AMDL vs LTH
+204.2%
-109.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.3% | +8.9% | +9.0% |
| 7D | +4.5% | -0.6% | +5.2% | +4.8% |
| 30D | -4.4% | -4.6% | +0.2% | -1.6% |
| 3M | -30.5% | +32.8% | -63.3% | -46.2% |
| 6M | +300.9% | +64.6% | +236.3% | +169.4% |
| YTD | +219.9% | +62.6% | +157.3% | +116.6% |
| 1Y | +374.7% | +49.9% | +324.8% | +233.9% |
| All | +95.0% | +204.2% | -109.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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