+37.1%
BMY vs AMDL
+47.6%
-10.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +22.3% | -23.8% | -1.2% |
| 7D | -0.5% | -26.2% | +25.7% | -0.8% |
| 30D | +4.1% | -57.1% | +61.2% | +3.2% |
| 3M | -2.1% | -29.8% | +27.7% | -2.3% |
| 6M | +12.2% | -22.2% | +34.4% | +12.1% |
| YTD | +20.3% | +142.1% | -121.8% | +20.8% |
| 1Y | +39.2% | +85.8% | -46.6% | +39.4% |
| All | +37.1% | +47.6% | -10.4% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling