+87.1%
AMDL vs M
+30.6%
+56.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +8.1% | +18.7% | +21.2% |
| 7D | +10.3% | +2.5% | +7.7% | +10.3% |
| 30D | -38.3% | +10.1% | -48.3% | -41.5% |
| 3M | -8.7% | -0.9% | -7.8% | -8.2% |
| 6M | -14.4% | +30.2% | -44.5% | -29.6% |
| YTD | +206.9% | +16.3% | +190.7% | +167.9% |
| 1Y | +144.4% | +27.0% | +117.4% | +97.6% |
| All | +87.1% | +30.6% | +56.5% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling