+175.9%
ANET vs AMDL
+126.1%
+49.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.9% | +0.7% | +4.7% |
| 7D | +3.0% | +15.9% | -12.9% | 0.0% |
| 30D | -5.2% | +10.5% | -15.7% | -7.6% |
| 3M | +27.6% | -4.7% | +32.3% | +24.5% |
| 6M | +44.4% | +355.2% | -310.8% | -3.8% |
| YTD | +52.3% | +270.9% | -218.5% | +2.7% |
| 1Y | +30.4% | +499.5% | -469.1% | -24.3% |
| All | +175.9% | +126.1% | +49.9% | +78.9% |
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