+117.8%
AMDL vs GME
+32.6%
+85.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.4% | +13.1% | +11.9% |
| 7D | +19.9% | +0.4% | +19.5% | +19.9% |
| 30D | +6.3% | -1.4% | +7.7% | +6.4% |
| 3M | -9.9% | -15.1% | +5.2% | -8.3% |
| 6M | +394.3% | -22.5% | +416.8% | +410.9% |
| YTD | +257.3% | -5.9% | +263.2% | +261.3% |
| 1Y | +508.5% | -18.6% | +527.2% | +524.6% |
| All | +117.8% | +32.6% | +85.2% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling