+109.1%
AMDL vs Z
-54.2%
+163.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.7% | +3.6% |
| 7D | -30.7% | +10.2% | -40.9% | -29.2% |
| 30D | -43.8% | +23.7% | -67.4% | -41.6% |
| 3M | -24.5% | -6.6% | -18.0% | -23.1% |
| 6M | +44.7% | -23.0% | +67.7% | +65.5% |
| YTD | +204.0% | -50.3% | +254.3% | +303.5% |
| 1Y | +109.1% | -53.6% | +162.6% | +181.1% |
| All | +109.1% | -54.2% | +163.2% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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