+32.4%
BBY vs AMDL
+95.0%
-62.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.2% | -6.0% | +2.6% |
| 7D | +9.5% | +4.5% | +5.0% | +9.2% |
| 30D | +6.8% | -4.4% | +11.2% | +6.9% |
| 3M | +28.9% | -30.5% | +59.3% | +29.3% |
| 6M | +37.8% | +300.9% | -263.1% | +19.8% |
| YTD | +38.7% | +219.9% | -181.2% | +20.5% |
| 1Y | +23.7% | +374.7% | -351.0% | +0.4% |
| All | +32.4% | +95.0% | -62.7% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling