-20.8%
AKAM vs AMDL
+102.5%
-123.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -17.6% | +16.2% | +0.9% |
| 7D | +2.8% | +37.2% | -34.4% | -2.2% |
| 30D | -6.9% | -24.0% | +17.2% | -6.0% |
| 3M | -31.8% | -1.0% | -30.8% | -33.6% |
| 6M | -47.0% | -3.2% | -43.8% | -49.7% |
| YTD | -2.1% | +232.2% | -234.3% | -19.3% |
| 1Y | -3.7% | +137.7% | -141.4% | -18.3% |
| All | -20.8% | +102.5% | -123.3% | -43.5% |
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