+40.1%
BLK vs AMDL
+115.6%
-75.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | -0.5% |
| 7D | -5.2% | +20.7% | -25.9% | -6.5% |
| 30D | -7.0% | +9.4% | -16.5% | -7.9% |
| 3M | +5.7% | +5.6% | 0.0% | +2.9% |
| 6M | +11.0% | +340.3% | -329.3% | -6.5% |
| YTD | +0.9% | +253.6% | -252.7% | -14.8% |
| 1Y | -1.6% | +443.4% | -445.0% | -22.3% |
| All | +40.1% | +115.6% | -75.4% | +5.4% |
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 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