+47.6%
AMDL vs Z
-38.4%
+86.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -2.4% | +24.7% | +22.9% |
| 7D | -26.2% | -4.6% | -21.7% | -24.3% |
| 30D | -57.1% | +8.3% | -65.4% | -58.1% |
| 3M | -29.8% | -11.6% | -18.2% | -28.6% |
| 6M | -22.2% | -33.6% | +11.4% | -11.8% |
| YTD | +142.1% | -56.7% | +198.8% | +239.3% |
| 1Y | +85.8% | -59.1% | +145.0% | +167.1% |
| All | +47.6% | -38.4% | +86.0% | +54.7% |
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