+36.4%
BROS vs AMDL
+95.0%
-58.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.2% | -8.5% | -0.3% |
| 7D | -6.7% | +4.5% | -11.2% | -7.2% |
| 30D | -29.1% | -4.4% | -24.7% | -29.0% |
| 3M | -16.7% | -30.5% | +13.8% | -16.5% |
| 6M | -11.6% | +300.9% | -312.5% | -32.8% |
| YTD | -23.9% | +219.9% | -243.8% | -41.9% |
| 1Y | -34.8% | +374.7% | -409.5% | -55.5% |
| All | +36.4% | +95.0% | -58.6% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling