+119.6%
AMDL vs MKTX
-20.8%
+140.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.1% | +14.2% | +14.3% |
| 7D | +18.5% | +0.3% | +18.2% | +18.5% |
| 30D | -24.2% | +0.9% | -25.2% | -24.2% |
| 3M | +11.5% | +2.7% | +8.8% | +11.7% |
| 6M | -1.0% | +15.6% | -16.6% | -2.7% |
| YTD | +260.3% | -7.0% | +267.3% | +234.8% |
| 1Y | +178.2% | -1.2% | +179.4% | +162.9% |
| All | +119.6% | -20.8% | +140.4% | +96.9% |
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