-6.8%
AVGO vs AMDL
+108.7%
-115.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.3% |
| 7D | -7.5% | -30.7% | +23.2% | -1.8% |
| 30D | -10.2% | -43.8% | +33.6% | -1.8% |
| 3M | -22.0% | -24.5% | +2.5% | -20.1% |
| 6M | -21.6% | +44.7% | -66.3% | -30.2% |
| YTD | -5.4% | +204.0% | -209.4% | -31.1% |
| 1Y | -6.8% | +109.1% | -115.9% | -27.4% |
| All | -6.8% | +108.7% | -115.5% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling