+95.0%
AMDL vs TROW
+7.0%
+88.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.0% | +10.2% | +10.9% |
| 7D | +4.5% | -1.3% | +5.9% | +6.8% |
| 30D | -4.4% | -4.5% | +0.1% | +2.7% |
| 3M | -30.5% | +3.9% | -34.4% | -38.0% |
| 6M | +300.9% | +22.6% | +278.3% | +165.7% |
| YTD | +219.9% | +10.1% | +209.8% | +163.7% |
| 1Y | +374.7% | +3.6% | +371.1% | +345.3% |
| All | +95.0% | +7.0% | +88.0% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling