+47.6%
AMDL vs RUN
+0.5%
+47.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +1.1% | +21.2% | +22.0% |
| 7D | -26.2% | +33.4% | -59.6% | -32.7% |
| 30D | -57.1% | +31.1% | -88.2% | -60.7% |
| 3M | -29.8% | +6.4% | -36.2% | -32.4% |
| 6M | -22.2% | -22.2% | 0.0% | -18.0% |
| YTD | +142.1% | -45.8% | +187.9% | +163.8% |
| 1Y | +85.8% | -51.1% | +137.0% | +105.7% |
| All | +47.6% | +0.5% | +47.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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