+660.5%
BTSG vs AMDL
+47.6%
+612.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +22.3% | -20.3% | -0.1% |
| 7D | +0.4% | -26.2% | +26.6% | +2.4% |
| 30D | +5.3% | -57.1% | +62.3% | +12.0% |
| 3M | +10.8% | -29.8% | +40.7% | +11.3% |
| 6M | +27.3% | -22.2% | +49.5% | +22.8% |
| YTD | +79.3% | +142.1% | -62.8% | +48.8% |
| 1Y | +106.0% | +85.8% | +20.1% | +74.1% |
| All | +660.5% | +47.6% | +612.9% | +460.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling