+102.5%
AMDL vs GME
+81.4%
+21.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.9% | -18.5% | -17.7% |
| 7D | +37.2% | +2.9% | +34.3% | +36.7% |
| 30D | -24.0% | -4.8% | -19.3% | -23.3% |
| 3M | -1.0% | +39.2% | -40.2% | -4.8% |
| 6M | -3.2% | +17.1% | -20.3% | -5.1% |
| YTD | +232.2% | +28.7% | +203.5% | +223.7% |
| 1Y | +137.7% | +23.3% | +114.4% | +132.6% |
| All | +102.5% | +81.4% | +21.1% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling