+47.6%
AMDL vs GME
+76.3%
-28.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +3.9% | +18.3% | +21.8% |
| 7D | -26.2% | +3.7% | -29.9% | -26.3% |
| 30D | -57.1% | +2.2% | -59.3% | -57.1% |
| 3M | -29.8% | +30.6% | -60.5% | -32.0% |
| 6M | -22.2% | -0.2% | -22.0% | -22.2% |
| YTD | +142.1% | +25.1% | +117.0% | +136.8% |
| 1Y | +85.8% | +17.7% | +68.2% | +82.8% |
| All | +47.6% | +76.3% | -28.7% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling