+124.4%
AMDL vs USFR
+4.1%
+120.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | 0.0% | +26.8% | +26.8% |
| 7D | +10.3% | +0.1% | +10.2% | +14.5% |
| 30D | -38.3% | +0.4% | -38.6% | -24.2% |
| 3M | -8.7% | +1.1% | -9.8% | +71.3% |
| 6M | -14.4% | +2.0% | -16.4% | +192.9% |
| YTD | +206.9% | +3.4% | +203.5% | +703.3% |
| All | +124.4% | +4.1% | +120.3% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling