+12.0%
ALNY vs AMDL
+102.5%
-90.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -17.6% | +22.9% | +5.8% |
| 7D | +5.8% | +37.2% | -31.4% | +4.8% |
| 30D | -26.5% | -24.0% | -2.4% | -26.4% |
| 3M | -27.3% | -1.0% | -26.3% | -27.7% |
| 6M | -43.4% | -3.2% | -40.2% | -44.5% |
| YTD | -58.5% | +232.2% | -290.7% | -63.2% |
| 1Y | -63.6% | +137.7% | -201.4% | -67.1% |
| All | +12.0% | +102.5% | -90.5% | -10.9% |
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