+117.8%
AMDL vs MKTX
-22.1%
+139.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.7% | +11.7% |
| 7D | +19.9% | +0.4% | +19.5% | +20.0% |
| 30D | +6.3% | +1.0% | +5.3% | +6.3% |
| 3M | -9.9% | +41.3% | -51.2% | -3.7% |
| 6M | +394.3% | -11.3% | +405.6% | +353.8% |
| YTD | +257.3% | -8.6% | +265.9% | +231.6% |
| 1Y | +508.5% | -11.1% | +519.6% | +471.0% |
| All | +117.8% | -22.1% | +139.9% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling