+2.7%
AKAM vs AMDL
+131.0%
-128.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.0% | -1.2% | +4.2% |
| 7D | +5.4% | +29.0% | -23.6% | +2.3% |
| 30D | -5.9% | +19.1% | -24.9% | -7.9% |
| 3M | -19.6% | +1.8% | -21.4% | -21.8% |
| 6M | +8.5% | +374.4% | -365.9% | -9.9% |
| YTD | +26.9% | +278.9% | -252.0% | +5.7% |
| 1Y | +41.7% | +510.6% | -468.9% | +7.7% |
| All | +2.7% | +131.0% | -128.3% | -26.0% |
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