+145.7%
AMDL vs REPL
+157.7%
-12.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.8% |
| 7D | +103.5% | +9.8% | +93.7% | +102.4% |
| 30D | -18.3% | +81.5% | -99.8% | -21.4% |
| 3M | +20.1% | +44.2% | -24.2% | +17.0% |
| 6M | +15.9% | +437.4% | -421.5% | -0.2% |
| YTD | +303.0% | +126.1% | +176.9% | +252.5% |
| 1Y | +164.0% | +143.1% | +20.8% | +129.6% |
| All | +145.7% | +157.7% | -12.0% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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