+11.9%
COST vs AMDL
+108.7%
-96.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.7% |
| 7D | +6.6% | -30.7% | +37.4% | +5.5% |
| 30D | +13.5% | -43.8% | +57.2% | +11.8% |
| 3M | +10.6% | -24.5% | +35.1% | +10.2% |
| 6M | +3.6% | +44.7% | -41.0% | +4.3% |
| YTD | +22.1% | +204.0% | -181.9% | +22.3% |
| 1Y | +11.9% | +109.1% | -97.2% | +12.2% |
| All | +11.9% | +108.7% | -96.8% | +12.2% |
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