+17.5%
BX vs AMDL
+117.8%
-100.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.3% | -2.6% |
| 7D | -2.0% | +19.9% | -21.9% | -3.6% |
| 30D | -2.3% | +6.3% | -8.6% | -3.2% |
| 3M | +18.5% | -9.9% | +28.4% | +16.4% |
| 6M | +23.7% | +394.3% | -370.6% | -2.4% |
| YTD | -10.4% | +257.3% | -267.7% | -28.1% |
| 1Y | -19.6% | +508.5% | -528.1% | -42.9% |
| All | +17.5% | +117.8% | -100.3% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling