+50.8%
AXP vs AMDL
+119.6%
-68.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.3% | -14.4% | -0.9% |
| 7D | -2.9% | +18.5% | -21.4% | -4.5% |
| 30D | +3.7% | -24.2% | +28.0% | +4.2% |
| 3M | -4.9% | +11.5% | -16.4% | -7.4% |
| 6M | +4.1% | -1.0% | +5.1% | -0.4% |
| YTD | -11.7% | +260.3% | -271.9% | -26.8% |
| 1Y | -11.7% | +178.2% | -189.9% | -25.4% |
| All | +50.8% | +119.6% | -68.8% | +6.1% |
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