+3.6%
ABT vs AMDL
+47.6%
-44.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +22.3% | -25.5% | -2.5% |
| 7D | +3.5% | -26.2% | +29.7% | +3.0% |
| 30D | +12.0% | -57.1% | +69.1% | +10.0% |
| 3M | +2.5% | -29.8% | +32.3% | +2.2% |
| 6M | +29.1% | -22.2% | +51.3% | +29.7% |
| YTD | -10.1% | +142.1% | -152.2% | -8.7% |
| 1Y | -9.8% | +85.8% | -95.7% | -8.5% |
| All | +3.6% | +47.6% | -44.0% | +5.7% |
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