+167.9%
ANET vs AMDL
+95.0%
+72.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.2% | -8.0% | -0.5% |
| 7D | -0.8% | +4.5% | -5.4% | -1.7% |
| 30D | -1.8% | -4.4% | +2.6% | -1.4% |
| 3M | +16.7% | -30.5% | +47.2% | +20.1% |
| 6M | +43.7% | +300.9% | -257.2% | -1.9% |
| YTD | +47.9% | +219.9% | -172.0% | +2.7% |
| 1Y | +37.3% | +374.7% | -337.4% | -16.6% |
| All | +167.9% | +95.0% | +72.9% | +79.0% |
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