+56.3%
BHP vs AMDL
+47.6%
+8.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +22.3% | -20.6% | -0.6% |
| 7D | +0.9% | -26.2% | +27.1% | +2.9% |
| 30D | -6.3% | -57.1% | +50.8% | +0.4% |
| 3M | -7.1% | -29.8% | +22.7% | -6.3% |
| 6M | -3.2% | -22.2% | +19.0% | -6.0% |
| YTD | +37.9% | +142.1% | -104.2% | +16.5% |
| 1Y | +49.7% | +85.8% | -36.1% | +28.7% |
| All | +56.3% | +47.6% | +8.7% | +15.1% |
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