-40.8%
AMDL vs M
-6.5%
-34.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -5.9% | -29.0% | -33.2% |
| 7D | -52.7% | -2.1% | -50.6% | -51.1% |
| 30D | -65.3% | +7.7% | -73.0% | -62.8% |
| 3M | -40.8% | -4.4% | -36.5% | -50.2% |
| All | -40.8% | -6.5% | -34.3% | -50.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling