-34.0%
BAX vs AMDL
+119.6%
-153.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.3% | -14.6% | -0.8% |
| 7D | -0.6% | +18.5% | -19.1% | -1.6% |
| 30D | +6.3% | -24.2% | +30.5% | +6.4% |
| 3M | -4.6% | +11.5% | -16.0% | -6.0% |
| 6M | +50.4% | -1.0% | +51.4% | +46.3% |
| YTD | +38.0% | +260.3% | -222.2% | +23.9% |
| 1Y | +44.6% | +178.2% | -133.5% | +31.3% |
| All | -34.0% | +119.6% | -153.6% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling