+43.7%
BAX vs AMDL
+62.4%
-18.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +22.3% | -21.7% | +0.5% |
| 7D | +12.1% | -26.2% | +38.3% | +12.1% |
| 30D | +7.6% | -57.1% | +64.7% | +7.5% |
| 3M | -4.5% | -29.8% | +25.4% | -4.4% |
| 6M | +52.0% | -22.2% | +74.2% | +50.2% |
| YTD | +35.1% | +142.1% | -107.0% | +32.6% |
| 1Y | +43.7% | +85.8% | -42.1% | +42.1% |
| All | +43.7% | +62.4% | -18.7% | +42.1% |
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