+20.7%
AMDL vs RACE
+1.6%
+19.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -2.3% | -32.5% | -32.8% |
| 7D | -52.7% | +5.7% | -58.4% | -54.4% |
| 30D | -65.3% | +9.3% | -74.6% | -67.6% |
| 3M | -40.8% | +3.8% | -44.7% | -42.4% |
| 6M | -12.9% | +29.8% | -42.7% | -31.2% |
| YTD | +98.0% | +15.6% | +82.4% | +67.6% |
| 1Y | +30.1% | +5.1% | +25.1% | +22.0% |
| All | +20.7% | +1.6% | +19.1% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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