-5.3%
BAC vs AMDL
+62.4%
-67.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +22.3% | -23.0% | -1.2% |
| 7D | -1.2% | -26.2% | +25.0% | -0.7% |
| 30D | -7.7% | -57.1% | +49.4% | -6.4% |
| 3M | -21.2% | -29.8% | +8.7% | -20.7% |
| 6M | -6.8% | -22.2% | +15.4% | -7.4% |
| YTD | -8.7% | +142.1% | -150.8% | -14.2% |
| 1Y | -5.3% | +85.8% | -91.1% | -9.9% |
| All | -5.3% | +62.4% | -67.7% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling