-34.8%
BROS vs AMDL
+384.9%
-419.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.2% | -8.5% | +0.2% |
| 7D | -6.7% | +4.5% | -11.2% | -6.9% |
| 30D | -29.1% | -4.4% | -24.7% | -29.0% |
| 3M | -16.7% | -30.5% | +13.8% | -16.6% |
| 6M | -11.6% | +300.9% | -312.5% | -23.9% |
| YTD | -23.9% | +219.9% | -243.8% | -34.4% |
| 1Y | -34.8% | +374.7% | -409.5% | -44.1% |
| All | -34.8% | +384.9% | -419.7% | -44.1% |
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