-2.5%
AKAM vs AMDL
+95.0%
-97.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.4% | -2.2% |
| 7D | -2.1% | +4.5% | -6.6% | -2.6% |
| 30D | -13.9% | -4.4% | -9.5% | -13.7% |
| 3M | -33.8% | -30.5% | -3.3% | -32.9% |
| 6M | +2.2% | +300.9% | -298.7% | -13.5% |
| YTD | +20.6% | +219.9% | -199.3% | +2.4% |
| 1Y | +36.3% | +374.7% | -338.4% | +6.6% |
| All | -2.5% | +95.0% | -97.5% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling