-17.2%
BTDR vs AMDL
+145.7%
-162.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +11.9% | -24.7% | -17.2% |
| 7D | +15.4% | +103.5% | -88.1% | -13.2% |
| 30D | -33.4% | -18.3% | -15.1% | -31.2% |
| 3M | -32.0% | +20.1% | -52.1% | -40.2% |
| 6M | -52.2% | +15.9% | -68.1% | -59.4% |
| YTD | -45.3% | +303.0% | -348.3% | -72.8% |
| 1Y | -56.0% | +164.0% | -220.0% | -74.8% |
| All | -17.2% | +145.7% | -162.8% | -69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling