+119.6%
AMDL vs XME
+73.6%
+46.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.7% | +13.7% | +13.1% |
| 7D | +18.5% | +1.5% | +17.0% | +22.7% |
| 30D | -24.2% | -7.3% | -17.0% | -4.8% |
| 3M | +11.5% | -17.4% | +28.9% | +71.1% |
| 6M | -1.0% | -21.8% | +20.8% | +76.3% |
| YTD | +260.3% | -6.0% | +266.2% | +389.7% |
| 1Y | +178.2% | +3.8% | +174.4% | +221.5% |
| All | +119.6% | +73.6% | +46.0% | -11.4% |
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