+56.3%
AMGN vs AMDL
+117.8%
-61.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +11.7% | -21.8% | -10.2% |
| 7D | -10.3% | +19.9% | -30.2% | -10.4% |
| 30D | -3.8% | +6.3% | -10.0% | -3.9% |
| 3M | +14.4% | -9.9% | +24.3% | +13.9% |
| 6M | +7.8% | +394.3% | -386.5% | +2.4% |
| YTD | +22.6% | +257.3% | -234.7% | +16.3% |
| 1Y | +44.2% | +508.5% | -464.3% | +32.8% |
| All | +56.3% | +117.8% | -61.5% | +45.3% |
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