-3.6%
BA vs AMDL
+47.6%
-51.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +22.3% | -21.8% | -1.4% |
| 7D | +1.1% | -26.2% | +27.3% | +2.7% |
| 30D | -7.9% | -57.1% | +49.2% | -2.5% |
| 3M | -25.3% | -29.8% | +4.5% | -25.0% |
| 6M | -24.6% | -22.2% | -2.4% | -27.8% |
| YTD | -20.1% | +142.1% | -162.3% | -35.1% |
| 1Y | -11.8% | +85.8% | -97.6% | -26.6% |
| All | -3.6% | +47.6% | -51.2% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling