+1,235.5%
AXTI vs AMDL
+126.1%
+1,109.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -1.5% |
| 7D | +5.1% | +15.9% | -10.8% | +0.3% |
| 30D | -17.5% | +10.5% | -27.9% | -19.7% |
| 3M | -26.7% | -4.7% | -22.0% | -25.3% |
| 6M | +36.8% | +355.2% | -318.4% | -15.5% |
| YTD | +296.1% | +270.9% | +25.3% | +146.3% |
| 1Y | +1,810.6% | +499.5% | +1,311.1% | +923.7% |
| All | +1,235.5% | +126.1% | +1,109.4% | +1,140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling