+196.9%
AVGO vs AMDL
+95.0%
+101.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.2% | -9.0% | -1.7% |
| 7D | -3.0% | +4.5% | -7.5% | -4.0% |
| 30D | -14.4% | -4.4% | -10.0% | -14.3% |
| 3M | -14.4% | -30.5% | +16.1% | -12.2% |
| 6M | +13.1% | +300.9% | -287.8% | -24.7% |
| YTD | +3.8% | +219.9% | -216.1% | -30.4% |
| 1Y | +17.8% | +374.7% | -356.9% | -33.3% |
| All | +196.9% | +95.0% | +101.9% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling