+213.1%
BNY vs AMDL
+126.1%
+87.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.8% | -0.2% |
| 7D | -1.3% | +15.9% | -17.2% | -2.2% |
| 30D | -0.2% | +10.5% | -10.6% | -0.9% |
| 3M | +14.9% | -4.7% | +19.7% | +13.5% |
| 6M | +40.0% | +355.2% | -315.2% | +22.7% |
| YTD | +42.0% | +270.9% | -228.9% | +24.4% |
| 1Y | +56.9% | +499.5% | -442.6% | +30.1% |
| All | +213.1% | +126.1% | +87.1% | +143.8% |
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