+102.5%
AMDL vs USFR
+12.3%
+90.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | 0.0% | -17.6% | -16.9% |
| 7D | +37.2% | +0.1% | +37.2% | +40.2% |
| 30D | -24.0% | +0.4% | -24.4% | -14.4% |
| 3M | -1.0% | +1.1% | -2.1% | +38.4% |
| 6M | -3.2% | +2.0% | -5.2% | +83.2% |
| YTD | +232.2% | +3.5% | +228.7% | +693.6% |
| 1Y | +137.7% | +4.1% | +133.6% | +524.2% |
| All | +102.5% | +12.3% | +90.2% | +302.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling