+73.8%
AMGN vs AMDL
+95.0%
-21.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.7% | -1.7% |
| 7D | +1.1% | +4.5% | -3.4% | +1.0% |
| 30D | +7.8% | -4.4% | +12.2% | +7.8% |
| 3M | +27.3% | -30.5% | +57.7% | +27.2% |
| 6M | +16.8% | +300.9% | -284.1% | +11.3% |
| YTD | +36.3% | +219.9% | -183.6% | +29.5% |
| 1Y | +60.4% | +374.7% | -314.3% | +48.8% |
| All | +73.8% | +95.0% | -21.2% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling