+1,671.4%
BE vs AMDL
+47.6%
+1,623.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +22.3% | -18.9% | -3.1% |
| 7D | -14.7% | -26.2% | +11.5% | -8.5% |
| 30D | -40.5% | -57.1% | +16.6% | -26.1% |
| 3M | -24.3% | -29.8% | +5.5% | -18.9% |
| 6M | -39.3% | -22.2% | -17.1% | -38.0% |
| YTD | +99.4% | +142.1% | -42.7% | +45.4% |
| 1Y | +26.6% | +85.8% | -59.3% | -2.6% |
| All | +1,671.4% | +47.6% | +1,623.8% | +1,113.4% |
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