+95.0%
AMDL vs M
+19.6%
+75.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.6% | +6.6% | +7.4% |
| 7D | +4.5% | +4.7% | -0.2% | +1.3% |
| 30D | -4.4% | -9.6% | +5.2% | +2.0% |
| 3M | -30.5% | +0.9% | -31.3% | -31.8% |
| 6M | +300.9% | +22.3% | +278.6% | +246.3% |
| YTD | +219.9% | +6.5% | +213.4% | +195.4% |
| 1Y | +374.7% | +38.8% | +335.9% | +255.0% |
| All | +95.0% | +19.6% | +75.4% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling