-20.6%
ALB vs AMDL
+92.1%
-112.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.7% | -6.9% | -4.6% |
| 7D | +5.3% | +5.4% | -0.1% | +1.8% |
| 30D | -6.3% | -36.6% | +30.4% | -2.5% |
| 3M | -27.4% | -1.0% | -26.4% | -31.2% |
| 6M | -53.1% | -12.1% | -41.0% | -57.0% |
| YTD | -32.3% | +215.1% | -247.4% | -55.4% |
| 1Y | -7.3% | +130.4% | -137.7% | -35.8% |
| All | -20.6% | +92.1% | -112.7% | -53.8% |
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