+92.1%
AMDL vs Z
-39.6%
+131.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.5% | +8.2% | +4.2% |
| 7D | +5.4% | -6.5% | +11.9% | +9.2% |
| 30D | -36.6% | -0.1% | -36.5% | -36.5% |
| 3M | -1.0% | -14.1% | +13.2% | +1.9% |
| 6M | -12.1% | -30.1% | +18.0% | -2.7% |
| YTD | +215.1% | -57.5% | +272.6% | +344.4% |
| 1Y | +130.4% | -60.3% | +190.7% | +235.2% |
| All | +92.1% | -39.6% | +131.7% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling