+117.8%
AMDL vs TROW
+6.7%
+111.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +12.0% | +12.2% |
| 7D | +19.9% | +0.4% | +19.5% | +18.7% |
| 30D | +6.3% | -4.0% | +10.3% | +13.2% |
| 3M | -9.9% | +5.0% | -14.9% | -21.7% |
| 6M | +394.3% | +24.3% | +370.0% | +218.2% |
| YTD | +257.3% | +9.8% | +247.5% | +196.0% |
| 1Y | +508.5% | +6.4% | +502.1% | +439.2% |
| All | +117.8% | +6.7% | +111.1% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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