+12.4%
ABNB vs AMDL
+95.0%
-82.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.2% | -11.0% | -2.5% |
| 7D | -4.0% | +4.5% | -8.5% | -4.3% |
| 30D | +19.3% | -4.4% | +23.7% | +19.3% |
| 3M | +36.1% | -30.5% | +66.5% | +36.1% |
| 6M | +34.2% | +300.9% | -266.7% | +8.3% |
| YTD | +34.1% | +219.9% | -185.9% | +8.4% |
| 1Y | +45.1% | +374.7% | -329.6% | +6.2% |
| All | +12.4% | +95.0% | -82.6% | -21.9% |
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 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