-23.0%
AKAM vs AMDL
+47.6%
-70.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +22.3% | -15.5% | +3.8% |
| 7D | -10.4% | -26.2% | +15.8% | -7.7% |
| 30D | -20.6% | -57.1% | +36.5% | -13.1% |
| 3M | -29.9% | -29.8% | -0.1% | -28.0% |
| 6M | -31.9% | -22.2% | -9.7% | -32.6% |
| YTD | -4.8% | +142.1% | -146.9% | -17.4% |
| 1Y | +13.8% | +85.8% | -72.0% | +0.4% |
| All | -23.0% | +47.6% | -70.6% | -42.2% |
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