-17.0%
ALB vs AMDL
+47.6%
-64.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +22.3% | -21.4% | -2.7% |
| 7D | +9.1% | -26.2% | +35.3% | +12.0% |
| 30D | -3.4% | -57.1% | +53.7% | +7.5% |
| 3M | -20.6% | -29.8% | +9.2% | -20.0% |
| 6M | -48.2% | -22.2% | -25.9% | -51.7% |
| YTD | -29.2% | +142.1% | -171.4% | -51.1% |
| 1Y | +10.0% | +85.8% | -75.8% | -21.0% |
| All | -17.0% | +47.6% | -64.6% | -49.3% |
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 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