-41.2%
AVTR vs AMDL
+95.0%
-136.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.2% | -10.6% | -2.0% |
| 7D | +2.7% | +4.5% | -1.9% | +2.4% |
| 30D | +12.1% | -4.4% | +16.5% | +12.1% |
| 3M | +57.2% | -30.5% | +87.7% | +57.9% |
| 6M | +73.1% | +300.9% | -227.8% | +51.3% |
| YTD | +30.6% | +219.9% | -189.3% | +14.3% |
| 1Y | +13.5% | +374.7% | -361.2% | -7.1% |
| All | -41.2% | +95.0% | -136.2% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 all: compounded portfolio wealth divided by compounded AMDL 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…
all analysis · Full analysis span regression · 6 months rolling