+102.5%
AMDL vs MKTX
-20.8%
+123.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | 0.0% | -17.6% | -17.6% |
| 7D | +37.2% | +0.2% | +37.0% | +37.2% |
| 30D | -24.0% | +0.9% | -25.0% | -24.0% |
| 3M | -1.0% | +2.6% | -3.6% | -0.8% |
| 6M | -3.2% | +20.4% | -23.6% | -3.4% |
| YTD | +232.2% | -7.1% | +239.3% | +208.7% |
| 1Y | +137.7% | -2.8% | +140.5% | +123.4% |
| All | +102.5% | -20.8% | +123.3% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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