+30.7%
BP vs AMDL
+62.4%
-31.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +22.3% | -22.7% | -0.3% |
| 7D | -11.6% | -26.2% | +14.6% | -11.7% |
| 30D | 0.0% | -57.1% | +57.1% | -0.6% |
| 3M | +6.7% | -29.8% | +36.6% | +6.5% |
| 6M | +2.2% | -22.2% | +24.4% | +2.2% |
| YTD | +33.0% | +142.1% | -109.1% | +27.5% |
| 1Y | +30.7% | +85.8% | -55.1% | +25.7% |
| All | +30.7% | +62.4% | -31.7% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling