-14.7%
ABT vs AMDL
+175.5%
-190.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.9% | -13.7% | -1.2% |
| 7D | -5.6% | +103.5% | -109.1% | -1.5% |
| 30D | +5.2% | -18.3% | +23.5% | +5.3% |
| 3M | -2.7% | +20.1% | -22.8% | 0.0% |
| 6M | +28.8% | +15.9% | +12.9% | +33.4% |
| YTD | -12.3% | +303.0% | -315.3% | -7.3% |
| 1Y | -14.7% | +164.0% | -178.7% | -9.3% |
| All | -14.7% | +175.5% | -190.1% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling