+144.1%
AVGO vs AMDL
+47.6%
+96.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +22.3% | -21.5% | -3.9% |
| 7D | -9.9% | -26.2% | +16.3% | -5.8% |
| 30D | -22.0% | -57.1% | +35.1% | -9.7% |
| 3M | -30.0% | -29.8% | -0.2% | -28.0% |
| 6M | -30.7% | -22.2% | -8.5% | -33.8% |
| YTD | -14.7% | +142.1% | -156.8% | -41.5% |
| 1Y | -16.8% | +85.8% | -102.6% | -40.0% |
| All | +144.1% | +47.6% | +96.5% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling