+19.4%
AKAM vs AMDL
+108.7%
-89.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -12.4% | -30.7% | +18.3% | -8.1% |
| 30D | -20.4% | -43.8% | +23.3% | -14.6% |
| 3M | -30.3% | -24.5% | -5.8% | -28.5% |
| 6M | -18.8% | +44.7% | -63.5% | -22.3% |
| YTD | -1.5% | +204.0% | -205.5% | -7.9% |
| 1Y | +19.4% | +109.1% | -89.7% | +10.3% |
| All | +19.4% | +108.7% | -89.3% | +10.3% |
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