+202.8%
AVGO vs AMDL
+145.7%
+57.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +11.9% | -6.3% | +3.0% |
| 7D | +25.0% | +103.5% | -78.6% | +6.5% |
| 30D | +2.0% | -18.3% | +20.3% | +2.7% |
| 3M | -12.3% | +20.1% | -32.3% | -19.7% |
| 6M | -12.8% | +15.9% | -28.7% | -23.5% |
| YTD | +5.9% | +303.0% | -297.2% | -35.2% |
| 1Y | +3.3% | +164.0% | -160.6% | -30.6% |
| All | +202.8% | +145.7% | +57.1% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling