+80.5%
ALNY vs AMDL
+95.0%
-14.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.6% | +0.5% |
| 7D | +12.2% | +4.5% | +7.7% | +12.1% |
| 30D | +16.3% | -4.4% | +20.7% | +16.4% |
| 3M | -12.4% | -30.5% | +18.1% | -11.9% |
| 6M | -18.7% | +300.9% | -319.6% | -27.6% |
| YTD | -33.1% | +219.9% | -253.0% | -40.3% |
| 1Y | -41.3% | +374.7% | -416.0% | -50.2% |
| All | +80.5% | +95.0% | -14.5% | +44.5% |
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