+92.1%
AMDL vs M
+31.3%
+60.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.1% | +2.3% |
| 7D | +5.4% | +5.0% | +0.4% | +3.9% |
| 30D | -36.6% | +10.6% | -47.3% | -40.2% |
| 3M | -1.0% | +1.6% | -2.6% | -2.2% |
| 6M | -12.1% | +30.8% | -42.9% | -28.0% |
| YTD | +215.1% | +16.9% | +198.2% | +174.1% |
| 1Y | +130.4% | +26.3% | +104.1% | +87.0% |
| All | +92.1% | +31.3% | +60.8% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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