+49.1%
BAX vs AMDL
+127.5%
-78.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +26.8% | -24.4% | +2.2% |
| 7D | +9.0% | +10.3% | -1.2% | +8.9% |
| 30D | +8.5% | -38.3% | +46.7% | +8.3% |
| 3M | -4.1% | -8.7% | +4.6% | -4.1% |
| 6M | +46.9% | -14.4% | +61.3% | +45.2% |
| YTD | +38.4% | +206.9% | -168.6% | +35.0% |
| All | +49.1% | +127.5% | -78.4% | +47.3% |
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 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