-11.0%
BTDR vs AMDL
+540.4%
-551.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.0% | -8.7% | -4.8% |
| 7D | +14.8% | +29.0% | -14.2% | +4.5% |
| 30D | +41.8% | +19.1% | +22.7% | +32.0% |
| 3M | -29.2% | +1.8% | -31.0% | -33.1% |
| 6M | +66.2% | +374.4% | -308.2% | -8.1% |
| YTD | +10.0% | +278.9% | -268.9% | -38.1% |
| 1Y | -11.0% | +510.6% | -521.5% | -50.1% |
| All | -11.0% | +540.4% | -551.4% | -50.1% |
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