+87.1%
AMDL vs PTC
+7.3%
+79.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +0.4% | +26.4% | +26.7% |
| 7D | +10.3% | +0.8% | +9.5% | +10.1% |
| 30D | -38.3% | +0.7% | -39.0% | -38.3% |
| 3M | -8.7% | +32.6% | -41.3% | -17.9% |
| 6M | -14.4% | +33.6% | -47.9% | -23.3% |
| YTD | +206.9% | +12.4% | +194.5% | +219.9% |
| 1Y | +144.4% | +11.2% | +133.2% | +158.2% |
| All | +87.1% | +7.3% | +79.8% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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