+119.6%
AMDL vs PEGA
+1.4%
+118.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -0.4% | +14.8% | +14.4% |
| 7D | +18.5% | -8.6% | +27.2% | +20.7% |
| 30D | -24.2% | -10.1% | -14.2% | -22.9% |
| 3M | +11.5% | -4.7% | +16.2% | +9.9% |
| 6M | -1.0% | -8.0% | +7.0% | -3.7% |
| YTD | +260.3% | -47.1% | +307.4% | +342.1% |
| 1Y | +178.2% | -47.5% | +225.6% | +243.8% |
| All | +119.6% | +1.4% | +118.2% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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