-63.7%
BTDR vs AMDL
+133.6%
-197.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -4.1% |
| 7D | -7.4% | +5.4% | -12.8% | -11.6% |
| 30D | -33.4% | -36.6% | +3.2% | -23.4% |
| 3M | -26.3% | -1.0% | -25.3% | -29.7% |
| 6M | -52.4% | -12.1% | -40.3% | -55.0% |
| YTD | -42.8% | +215.1% | -257.9% | -69.2% |
| 1Y | -63.7% | +130.4% | -194.1% | -79.1% |
| All | -63.7% | +133.6% | -197.2% | -79.1% |
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