+2,653.4%
BE vs AMDL
+131.0%
+2,522.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.0% | -8.9% | -4.5% |
| 7D | +23.9% | +29.0% | -5.0% | +15.5% |
| 30D | +27.8% | +19.1% | +8.8% | +21.2% |
| 3M | +3.7% | +1.8% | +1.9% | +1.7% |
| 6M | +78.0% | +374.4% | -296.4% | +13.5% |
| YTD | +209.9% | +278.9% | -69.0% | +104.4% |
| 1Y | +389.6% | +510.6% | -121.0% | +191.4% |
| All | +2,653.4% | +131.0% | +2,522.4% | +1,605.7% |
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 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