+35.3%
BP vs AMDL
+92.1%
-56.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | -6.3% | +5.4% | -11.7% | -6.8% |
| 30D | -3.6% | -36.6% | +33.0% | -2.9% |
| 3M | +5.2% | -1.0% | +6.2% | +4.1% |
| 6M | +5.3% | -12.1% | +17.4% | +3.3% |
| YTD | +33.1% | +215.1% | -182.0% | +19.3% |
| 1Y | +26.3% | +130.4% | -104.1% | +14.9% |
| All | +35.3% | +92.1% | -56.8% | +7.9% |
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