+29.2%
BBY vs AMDL
+115.6%
-86.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.7% | +0.5% |
| 7D | +0.7% | +20.7% | -20.0% | -0.5% |
| 30D | +5.8% | +9.4% | -3.7% | +4.9% |
| 3M | +18.0% | +5.6% | +12.4% | +15.3% |
| 6M | +39.8% | +340.3% | -300.4% | +20.9% |
| YTD | +35.4% | +253.6% | -218.2% | +16.8% |
| 1Y | +21.4% | +443.4% | -422.0% | -2.4% |
| All | +29.2% | +115.6% | -86.4% | -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 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