+83.1%
AMGN vs AMDL
+47.6%
+35.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +22.3% | -22.2% | -0.2% |
| 7D | -1.2% | -26.2% | +25.0% | -1.0% |
| 30D | +11.5% | -57.1% | +68.5% | +12.1% |
| 3M | +14.4% | -29.8% | +44.2% | +14.4% |
| 6M | +40.9% | -22.2% | +63.1% | +39.3% |
| YTD | +43.5% | +142.1% | -98.6% | +36.3% |
| 1Y | +49.9% | +85.8% | -35.9% | +43.3% |
| All | +83.1% | +47.6% | +35.5% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling