+124.4%
AMDL vs Z
-58.2%
+182.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +3.8% | +23.0% | +26.9% |
| 7D | +10.3% | -5.2% | +15.4% | +10.2% |
| 30D | -38.3% | +5.7% | -44.0% | -36.9% |
| 3M | -8.7% | -8.7% | 0.0% | -8.2% |
| 6M | -14.4% | -26.0% | +11.6% | -5.4% |
| YTD | +206.9% | -55.0% | +262.0% | +299.7% |
| All | +124.4% | -58.2% | +182.6% | +196.2% |
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