+47.6%
AMDL vs M
+20.8%
+26.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -4.6% | +26.9% | +25.3% |
| 7D | -26.2% | -4.3% | -21.9% | -23.3% |
| 30D | -57.1% | +1.3% | -58.4% | -57.3% |
| 3M | -29.8% | -7.4% | -22.5% | -26.8% |
| 6M | -22.2% | +18.3% | -40.6% | -32.2% |
| YTD | +142.1% | +7.6% | +134.5% | +121.0% |
| 1Y | +85.8% | +17.4% | +68.4% | +57.2% |
| All | +47.6% | +20.8% | +26.8% | -5.8% |
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 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