+95.0%
AMDL vs XME
+111.6%
-16.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.2% | +9.0% | +8.8% |
| 7D | +4.5% | -0.1% | +4.6% | +4.4% |
| 30D | -4.4% | +6.0% | -10.4% | -15.9% |
| 3M | -30.5% | -7.7% | -22.8% | -16.7% |
| 6M | +300.9% | +1.0% | +299.9% | +323.5% |
| YTD | +219.9% | +14.6% | +205.3% | +177.6% |
| 1Y | +374.7% | +46.0% | +328.8% | +160.8% |
| All | +95.0% | +111.6% | -16.6% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling