+1.5%
BDX vs AMDL
+131.0%
-129.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.0% | -5.1% | +1.0% |
| 7D | -3.6% | +29.0% | -32.5% | -3.6% |
| 30D | +0.7% | +19.1% | -18.4% | +0.6% |
| 3M | +19.0% | +1.8% | +17.2% | +18.5% |
| 6M | +10.8% | +374.4% | -363.6% | +5.3% |
| YTD | +20.1% | +278.9% | -258.8% | +14.1% |
| 1Y | +23.1% | +510.6% | -487.5% | +13.2% |
| All | +1.5% | +131.0% | -129.5% | -9.9% |
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