+33.3%
AMAT vs AMDL
+44.1%
-10.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -34.9% | +21.3% | -3.6% |
| 7D | -24.3% | -52.7% | +28.4% | -8.3% |
| 30D | -39.8% | -65.3% | +25.5% | -21.3% |
| 3M | -40.2% | -40.8% | +0.7% | -33.9% |
| 6M | -22.1% | -12.9% | -9.2% | -22.3% |
| YTD | +24.7% | +98.0% | -73.3% | +0.1% |
| 1Y | +33.3% | +30.1% | +3.1% | +13.6% |
| All | +33.3% | +44.1% | -10.8% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling