+56.3%
ABBV vs AMDL
+95.0%
-38.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.2% | -10.6% | -1.4% |
| 7D | +0.4% | +4.5% | -4.2% | +0.4% |
| 30D | +4.2% | -4.4% | +8.6% | +4.2% |
| 3M | +14.8% | -30.5% | +45.3% | +14.8% |
| 6M | +10.3% | +300.9% | -290.6% | +8.4% |
| YTD | +14.9% | +219.9% | -205.0% | +13.2% |
| 1Y | +24.1% | +374.7% | -350.6% | +21.5% |
| All | +56.3% | +95.0% | -38.7% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling