+42.4%
BLK vs AMDL
+126.1%
-83.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.2% | +1.3% |
| 7D | -3.3% | +15.9% | -19.2% | -4.4% |
| 30D | -6.5% | +10.5% | -17.0% | -7.4% |
| 3M | +6.7% | -4.7% | +11.5% | +5.0% |
| 6M | +14.7% | +355.2% | -340.4% | -3.5% |
| YTD | +2.5% | +270.9% | -268.3% | -13.6% |
| 1Y | -2.8% | +499.5% | -502.3% | -23.9% |
| All | +42.4% | +126.1% | -83.7% | +6.7% |
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 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