+41.3%
BMY vs AMDL
+117.8%
-76.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +11.7% | -14.9% | -3.1% |
| 7D | -3.3% | +19.9% | -23.3% | -3.1% |
| 30D | 0.0% | +6.3% | -6.3% | +0.1% |
| 3M | +17.7% | -9.9% | +27.6% | +17.7% |
| 6M | +9.6% | +394.3% | -384.7% | +10.6% |
| YTD | +24.0% | +257.3% | -233.3% | +24.7% |
| 1Y | +45.1% | +508.5% | -463.4% | +46.7% |
| All | +41.3% | +117.8% | -76.5% | +36.7% |
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 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