+5.3%
ALB vs AMDL
+95.0%
-89.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.2% | -13.6% | -6.0% |
| 7D | -8.1% | +4.5% | -12.6% | -8.9% |
| 30D | +6.3% | -4.4% | +10.7% | +6.4% |
| 3M | -23.6% | -30.5% | +6.9% | -22.5% |
| 6M | -24.6% | +300.9% | -325.5% | -48.7% |
| YTD | -10.3% | +219.9% | -230.2% | -38.1% |
| 1Y | +61.5% | +374.7% | -313.3% | -3.8% |
| All | +5.3% | +95.0% | -89.8% | -35.9% |
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 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