+92.8%
BKR vs AMDL
+115.6%
-22.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.7% | 0.0% | -6.1% |
| 7D | -6.7% | +20.7% | -27.4% | -8.1% |
| 30D | -8.3% | +9.4% | -17.8% | -9.3% |
| 3M | -5.4% | +5.6% | -11.0% | -8.0% |
| 6M | +0.8% | +340.3% | -339.5% | -15.4% |
| YTD | +31.8% | +253.6% | -221.8% | +10.8% |
| 1Y | +28.6% | +443.4% | -414.8% | -0.4% |
| All | +92.8% | +115.6% | -22.7% | +35.5% |
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