+131.0%
AMDL vs MKTX
-22.1%
+153.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +6.1% | +6.0% |
| 7D | +29.0% | +0.3% | +28.7% | +29.0% |
| 30D | +19.1% | +1.0% | +18.1% | +19.2% |
| 3M | +1.8% | +40.8% | -39.0% | +8.6% |
| 6M | +374.4% | -10.9% | +385.3% | +336.1% |
| YTD | +278.9% | -8.6% | +287.5% | +251.7% |
| 1Y | +510.6% | -11.6% | +522.1% | +472.5% |
| All | +131.0% | -22.1% | +153.1% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling