+24.4%
ALAB vs AMDL
+133.6%
-109.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.5% |
| 7D | -7.5% | +5.4% | -12.9% | -12.2% |
| 30D | -36.8% | -36.6% | -0.2% | -25.7% |
| 3M | -31.9% | -1.0% | -30.9% | -34.8% |
| 6M | +8.2% | -12.1% | +20.3% | +8.2% |
| YTD | +29.9% | +215.1% | -185.2% | -29.1% |
| 1Y | +24.4% | +130.4% | -105.9% | -27.7% |
| All | +24.4% | +133.6% | -109.1% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling