+87.1%
AMDL vs REPL
+161.0%
-73.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +3.0% | +23.8% | +26.6% |
| 7D | +10.3% | +14.2% | -4.0% | +9.6% |
| 30D | -38.3% | +65.9% | -104.1% | -40.3% |
| 3M | -8.7% | +84.6% | -93.3% | -12.4% |
| 6M | -14.4% | +446.9% | -461.3% | -26.4% |
| YTD | +206.9% | +129.0% | +77.9% | +168.4% |
| 1Y | +144.4% | +167.9% | -23.5% | +111.2% |
| All | +87.1% | +161.0% | -73.9% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling