+53.9%
BN vs AMDL
+47.6%
+6.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +22.3% | -23.2% | -2.7% |
| 7D | +5.3% | -26.2% | +31.6% | +7.0% |
| 30D | +11.9% | -57.1% | +69.0% | +18.2% |
| 3M | -5.7% | -29.8% | +24.1% | -5.4% |
| 6M | -10.6% | -22.2% | +11.6% | -14.4% |
| YTD | -9.4% | +142.1% | -151.5% | -26.6% |
| 1Y | -8.8% | +85.8% | -94.6% | -24.3% |
| All | +53.9% | +47.6% | +6.3% | +5.6% |
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