-33.8%
BAX vs AMDL
+92.1%
-125.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -0.1% |
| 7D | +3.6% | +5.4% | -1.8% | +3.1% |
| 30D | +8.5% | -36.6% | +45.1% | +9.3% |
| 3M | -4.9% | -1.0% | -3.9% | -5.9% |
| 6M | +47.0% | -12.1% | +59.1% | +43.5% |
| YTD | +38.4% | +215.1% | -176.7% | +24.9% |
| 1Y | +49.1% | +130.4% | -81.2% | +36.5% |
| All | -33.8% | +92.1% | -125.8% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling