+119.6%
AMDL vs Z
-38.6%
+158.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +1.7% | +12.6% | +13.9% |
| 7D | +18.5% | -13.1% | +31.6% | +24.7% |
| 30D | -24.2% | +5.9% | -30.1% | -25.3% |
| 3M | +11.5% | -13.7% | +25.2% | +14.7% |
| 6M | -1.0% | -27.1% | +26.1% | +7.8% |
| YTD | +260.3% | -56.8% | +317.1% | +406.0% |
| 1Y | +178.2% | -60.2% | +238.4% | +306.3% |
| All | +119.6% | -38.6% | +158.2% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling