+23.7%
AZN vs AMDL
+131.0%
-107.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.0% | -8.0% | -1.9% |
| 7D | -2.9% | +29.0% | -31.9% | -3.0% |
| 30D | -3.1% | +19.1% | -22.1% | -3.1% |
| 3M | -14.4% | +1.8% | -16.2% | -14.7% |
| 6M | -19.5% | +374.4% | -393.9% | -22.5% |
| YTD | -13.8% | +278.9% | -292.7% | -17.0% |
| 1Y | -2.4% | +510.6% | -512.9% | -8.1% |
| All | +23.7% | +131.0% | -107.2% | +13.5% |
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