+126.1%
AMDL vs LUMN
+336.5%
-210.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.4% |
| 7D | +15.9% | +2.5% | +13.4% | +15.1% |
| 30D | +10.5% | +10.3% | +0.1% | +7.7% |
| 3M | -4.7% | -18.3% | +13.5% | +1.0% |
| 6M | +355.2% | +4.4% | +350.8% | +362.0% |
| YTD | +270.9% | -10.7% | +281.6% | +293.4% |
| 1Y | +499.5% | +14.0% | +485.5% | +517.0% |
| All | +126.1% | +336.5% | -210.4% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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