+272.3%
ALAB vs AMDL
+143.6%
+128.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +14.3% | -7.5% | +1.3% |
| 7D | +3.4% | +18.5% | -15.1% | -5.3% |
| 30D | -28.8% | -24.2% | -4.5% | -23.5% |
| 3M | -26.0% | +11.5% | -37.5% | -31.6% |
| 6M | +11.4% | -1.0% | +12.4% | +6.3% |
| YTD | +38.8% | +260.3% | -221.5% | -20.9% |
| 1Y | +37.8% | +178.2% | -140.3% | -15.9% |
| All | +272.3% | +143.6% | +128.7% | +60.9% |
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