+117.8%
AMDL vs XME
+114.0%
+3.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.1% | +10.6% | +9.6% |
| 7D | +19.9% | +3.6% | +16.3% | +12.3% |
| 30D | +6.3% | +3.6% | +2.6% | -1.4% |
| 3M | -9.9% | +1.2% | -11.1% | -10.0% |
| 6M | +394.3% | +9.0% | +385.3% | +358.6% |
| YTD | +257.3% | +15.9% | +241.4% | +204.3% |
| 1Y | +508.5% | +43.2% | +465.4% | +250.8% |
| All | +117.8% | +114.0% | +3.8% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling