+102.5%
AMDL vs XME
+67.3%
+35.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -1.6% | -16.0% | -14.5% |
| 7D | +37.2% | +0.3% | +36.9% | +38.5% |
| 30D | -24.0% | -6.1% | -17.9% | -6.5% |
| 3M | -1.0% | -18.6% | +17.6% | +56.7% |
| 6M | -3.2% | -23.9% | +20.7% | +81.8% |
| YTD | +232.2% | -9.3% | +241.6% | +384.7% |
| 1Y | +137.7% | +1.8% | +136.0% | +184.2% |
| All | +102.5% | +67.3% | +35.2% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling