-1.1%
BROS vs AMDL
+47.6%
-48.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +22.3% | -24.6% | -4.9% |
| 7D | -21.2% | -26.2% | +5.0% | -18.8% |
| 30D | -11.6% | -57.1% | +45.5% | -4.4% |
| 3M | -36.7% | -29.8% | -6.8% | -35.7% |
| 6M | -42.8% | -22.2% | -20.6% | -45.7% |
| YTD | -44.8% | +142.1% | -187.0% | -57.5% |
| 1Y | -36.5% | +85.8% | -122.4% | -49.6% |
| All | -1.1% | +47.6% | -48.7% | -33.9% |
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