+117.9%
BTSG vs AMDL
+108.7%
+9.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.2% |
| 7D | +17.4% | -30.7% | +48.1% | +20.4% |
| 30D | +12.6% | -43.8% | +56.3% | +17.3% |
| 3M | +11.2% | -24.5% | +35.7% | +11.5% |
| 6M | +30.4% | +44.7% | -14.3% | +18.3% |
| YTD | +86.4% | +204.0% | -117.6% | +51.4% |
| 1Y | +117.9% | +109.1% | +8.9% | +77.0% |
| All | +117.9% | +108.7% | +9.3% | +77.0% |
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