+85.1%
AMGN vs AMDL
+102.5%
-17.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -17.6% | +17.3% | -0.1% |
| 7D | +1.1% | +37.2% | -36.1% | +0.8% |
| 30D | +9.3% | -24.0% | +33.3% | +9.2% |
| 3M | +12.1% | -1.0% | +13.1% | +11.6% |
| 6M | +40.3% | -3.2% | +43.5% | +38.5% |
| YTD | +45.2% | +232.2% | -187.0% | +37.4% |
| 1Y | +42.4% | +137.7% | -95.3% | +36.1% |
| All | +85.1% | +102.5% | -17.4% | +71.5% |
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