+205.8%
AVGO vs AMDL
+117.8%
+88.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.7% | -8.7% | +0.6% |
| 7D | -0.3% | +19.9% | -20.3% | -4.2% |
| 30D | -13.8% | +6.3% | -20.1% | -15.6% |
| 3M | -6.9% | -9.9% | +3.0% | -9.3% |
| 6M | +11.9% | +394.3% | -382.4% | -28.8% |
| YTD | +6.9% | +257.3% | -250.4% | -30.0% |
| 1Y | +7.4% | +508.5% | -501.1% | -42.6% |
| All | +205.8% | +117.8% | +88.0% | +76.4% |
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 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