+85.0%
AMGN vs AMDL
+87.1%
-2.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +26.8% | -25.7% | +0.8% |
| 7D | 0.0% | +10.3% | -10.3% | -0.2% |
| 30D | +12.1% | -38.3% | +50.4% | +12.3% |
| 3M | +13.9% | -8.7% | +22.6% | +13.5% |
| 6M | +42.1% | -14.4% | +56.5% | +40.6% |
| YTD | +45.0% | +206.9% | -161.9% | +37.4% |
| 1Y | +49.3% | +144.4% | -95.1% | +42.1% |
| All | +85.0% | +87.1% | -2.1% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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