+40.0%
BMY vs AMDL
+102.5%
-62.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -17.6% | +19.3% | +1.5% |
| 7D | +2.1% | +37.2% | -35.1% | +2.6% |
| 30D | +7.0% | -24.0% | +31.0% | +7.0% |
| 3M | -0.9% | -1.0% | +0.1% | -0.5% |
| 6M | +14.9% | -3.2% | +18.1% | +15.4% |
| YTD | +22.8% | +232.2% | -209.4% | +23.9% |
| 1Y | +36.2% | +137.7% | -101.5% | +37.1% |
| All | +40.0% | +102.5% | -62.5% | +35.8% |
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 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