+51.7%
AXP vs AMDL
+95.0%
-43.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -1.7% |
| 7D | -2.1% | +4.5% | -6.7% | -2.4% |
| 30D | -6.5% | -4.4% | -2.1% | -6.5% |
| 3M | +4.6% | -30.5% | +35.1% | +5.0% |
| 6M | +5.4% | +300.9% | -295.5% | -10.6% |
| YTD | -11.1% | +219.9% | -231.1% | -24.4% |
| 1Y | -0.3% | +374.7% | -375.0% | -21.9% |
| All | +51.7% | +95.0% | -43.3% | +9.5% |
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 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