-6.7%
AVGO vs AMDL
+133.6%
-140.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.7% | +1.3% | +3.4% |
| 7D | 0.0% | +5.4% | -5.4% | -2.6% |
| 30D | -8.2% | -36.6% | +28.5% | -3.2% |
| 3M | -21.3% | -1.0% | -20.3% | -24.0% |
| 6M | -22.5% | -12.1% | -10.4% | -26.2% |
| YTD | -3.6% | +215.1% | -218.7% | -31.7% |
| 1Y | -6.7% | +130.4% | -137.1% | -29.5% |
| All | -6.7% | +133.6% | -140.2% | -29.5% |
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