+47.6%
AMDL vs USFR
+12.3%
+35.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | 0.0% | +22.3% | +22.9% |
| 7D | -26.2% | +0.1% | -26.3% | -23.5% |
| 30D | -57.1% | +0.4% | -57.5% | -51.1% |
| 3M | -29.8% | +1.1% | -30.9% | -1.9% |
| 6M | -22.2% | +2.1% | -24.3% | +46.3% |
| YTD | +142.1% | +3.4% | +138.7% | +466.1% |
| 1Y | +85.8% | +4.1% | +81.7% | +384.9% |
| All | +47.6% | +12.3% | +35.3% | +187.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling