+95.0%
AMDL vs USFR
+11.4%
+83.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.2% | +9.9% |
| 7D | +4.5% | +0.1% | +4.5% | +6.6% |
| 30D | -4.4% | +0.3% | -4.7% | +6.1% |
| 3M | -30.5% | +1.0% | -31.5% | -2.5% |
| 6M | +300.9% | +1.9% | +298.9% | +580.4% |
| YTD | +219.9% | +2.6% | +217.3% | +489.4% |
| 1Y | +374.7% | +4.0% | +370.7% | +1,012.7% |
| All | +95.0% | +11.4% | +83.6% | +199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling