+72.5%
XBI vs AMDL
+131.0%
-58.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.0% | -7.6% | -2.1% |
| 7D | -3.6% | +29.0% | -32.6% | -5.8% |
| 30D | +0.9% | +19.1% | -18.2% | -1.0% |
| 3M | +21.4% | +1.8% | +19.7% | +18.5% |
| 6M | +25.5% | +374.4% | -348.9% | +3.9% |
| YTD | +30.8% | +278.9% | -248.1% | +8.8% |
| 1Y | +68.6% | +510.6% | -442.0% | +30.3% |
| All | +72.5% | +131.0% | -58.4% | +31.9% |
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