+95.0%
AMDL vs LII
-15.9%
+110.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.2% | +8.0% | +8.1% |
| 7D | +4.5% | -0.7% | +5.3% | +5.2% |
| 30D | -4.4% | -12.6% | +8.2% | +8.3% |
| 3M | -30.5% | -24.4% | -6.0% | -10.6% |
| 6M | +300.9% | -28.7% | +329.6% | +453.8% |
| YTD | +219.9% | -19.1% | +239.1% | +272.6% |
| 1Y | +374.7% | -29.7% | +404.4% | +532.8% |
| All | +95.0% | -15.9% | +110.9% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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