-40.4%
BABA vs AMDL
+130.1%
-170.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.6% | +17.6% | +1.0% |
| 7D | -13.8% | +37.2% | -51.0% | -15.9% |
| 30D | -15.1% | -24.0% | +8.9% | -14.6% |
| 3M | -22.7% | -1.0% | -21.7% | -24.6% |
| 6M | -34.7% | -3.2% | -31.5% | -38.8% |
| YTD | -35.0% | +232.2% | -267.2% | -52.1% |
| 1Y | -40.4% | +137.7% | -178.1% | -53.7% |
| All | -40.4% | +130.1% | -170.5% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling