-7.3%
COST vs AMDL
+540.4%
-547.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.0% | -6.9% | -0.7% |
| 7D | -2.8% | +29.0% | -31.7% | -2.1% |
| 30D | -5.3% | +19.1% | -24.3% | -4.7% |
| 3M | -6.7% | +1.8% | -8.4% | -6.1% |
| 6M | -9.9% | +374.4% | -384.3% | -9.3% |
| YTD | +5.1% | +278.9% | -273.8% | +6.1% |
| 1Y | -7.3% | +510.6% | -517.9% | -6.2% |
| All | -7.3% | +540.4% | -547.7% | -6.2% |
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