-20.4%
BKNG vs AMDL
+476.7%
-497.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.1% |
| 7D | -10.0% | +15.9% | -25.9% | -9.7% |
| 30D | -18.1% | +10.5% | -28.5% | -17.8% |
| 3M | +6.3% | -4.7% | +11.0% | +6.3% |
| 6M | +0.8% | +355.2% | -354.3% | -3.2% |
| YTD | -18.4% | +270.9% | -289.3% | -21.4% |
| 1Y | -20.4% | +499.5% | -519.9% | -21.8% |
| All | -20.4% | +476.7% | -497.1% | -21.8% |
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