-18.7%
BTDR vs AMDL
+47.6%
-66.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +22.3% | -9.0% | +4.9% |
| 7D | -10.4% | -26.2% | +15.8% | -1.0% |
| 30D | -42.2% | -57.1% | +14.9% | -22.8% |
| 3M | -42.8% | -29.8% | -13.0% | -37.2% |
| 6M | -60.2% | -22.2% | -37.9% | -60.3% |
| YTD | -46.3% | +142.1% | -188.5% | -67.1% |
| 1Y | -71.7% | +85.8% | -157.5% | -81.4% |
| All | -18.7% | +47.6% | -66.3% | -62.9% |
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