-28.6%
BROS vs AMDL
+505.2%
-533.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.7% | -13.2% | -2.1% |
| 7D | -0.9% | +19.9% | -20.9% | -1.9% |
| 30D | -13.5% | +6.3% | -19.7% | -13.8% |
| 3M | -18.4% | -9.9% | -8.5% | -19.6% |
| 6M | -10.6% | +394.3% | -404.9% | -22.6% |
| YTD | -25.1% | +257.3% | -282.4% | -34.7% |
| 1Y | -28.6% | +508.5% | -537.2% | -35.3% |
| All | -28.6% | +505.2% | -533.9% | -35.3% |
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