+71.2%
BTDR vs AMDL
+117.8%
-46.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.7% | -9.3% | -1.8% |
| 7D | +22.4% | +19.9% | +2.5% | +14.3% |
| 30D | +16.5% | +6.3% | +10.2% | +13.4% |
| 3M | -31.5% | -9.9% | -21.6% | -32.3% |
| 6M | +74.0% | +394.3% | -320.3% | -10.7% |
| YTD | +13.0% | +257.3% | -244.3% | -38.1% |
| 1Y | -0.2% | +508.5% | -508.8% | -57.5% |
| All | +71.2% | +117.8% | -46.6% | -30.1% |
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 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