+11.9%
ABNB vs AMDL
+145.7%
-133.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.9% | -11.9% | -0.8% |
| 7D | +6.5% | +103.5% | -97.1% | +0.9% |
| 30D | +9.4% | -18.3% | +27.7% | +9.0% |
| 3M | +0.6% | +20.1% | -19.5% | -3.3% |
| 6M | +33.7% | +15.9% | +17.8% | +24.3% |
| YTD | +33.5% | +303.0% | -269.6% | +3.7% |
| 1Y | +48.8% | +164.0% | -115.1% | +21.2% |
| All | +11.9% | +145.7% | -133.8% | -25.3% |
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