-35.3%
BAX vs AMDL
+47.6%
-82.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +22.3% | -21.7% | -0.2% |
| 7D | +12.1% | -26.2% | +38.3% | +12.8% |
| 30D | +7.6% | -57.1% | +64.7% | +9.9% |
| 3M | -4.5% | -29.8% | +25.4% | -4.3% |
| 6M | +52.0% | -22.2% | +74.2% | +48.8% |
| YTD | +35.1% | +142.1% | -107.0% | +23.1% |
| 1Y | +43.7% | +85.8% | -42.1% | +32.3% |
| All | -35.3% | +47.6% | -82.9% | -45.1% |
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 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