+164.0%
AMDL vs XME
+0.8%
+163.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.0% | +13.9% | +16.2% |
| 7D | +103.5% | +5.3% | +98.2% | +86.1% |
| 30D | -18.3% | -8.2% | -10.1% | +5.7% |
| 3M | +20.1% | -18.4% | +38.4% | +91.9% |
| 6M | +15.9% | -22.8% | +38.7% | +112.4% |
| YTD | +303.0% | -7.9% | +310.9% | +492.6% |
| 1Y | +164.0% | -0.9% | +164.8% | +246.9% |
| All | +164.0% | +0.8% | +163.2% | +246.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling