+9.8%
BX vs AMDL
+87.1%
-77.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +26.8% | -23.0% | +1.7% |
| 7D | +3.3% | +10.3% | -7.0% | +1.6% |
| 30D | +9.6% | -38.3% | +47.8% | +12.0% |
| 3M | -8.7% | -8.7% | 0.0% | -10.4% |
| 6M | +2.2% | -14.4% | +16.6% | -2.5% |
| YTD | -16.2% | +206.9% | -223.1% | -33.5% |
| 1Y | -11.5% | +144.4% | -155.9% | -28.4% |
| All | +9.8% | +87.1% | -77.3% | -27.6% |
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