+5.1%
BROS vs AMDL
+102.5%
-97.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -17.6% | +24.1% | +8.4% |
| 7D | +6.3% | +37.2% | -30.9% | +1.5% |
| 30D | -8.3% | -24.0% | +15.7% | -7.7% |
| 3M | -29.8% | -1.0% | -28.8% | -32.1% |
| 6M | -25.8% | -3.2% | -22.6% | -31.5% |
| YTD | -41.4% | +232.2% | -273.6% | -56.8% |
| 1Y | -35.2% | +137.7% | -172.9% | -50.2% |
| All | +5.1% | +102.5% | -97.4% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling