+113.2%
CSCO vs AMDL
+92.1%
+21.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.7% |
| 7D | -4.7% | +5.4% | -10.1% | -5.9% |
| 30D | -17.1% | -36.6% | +19.5% | -15.2% |
| 3M | -19.6% | -1.0% | -18.6% | -21.1% |
| 6M | +2.4% | -12.1% | +14.5% | -0.5% |
| YTD | +29.8% | +215.1% | -185.3% | +10.4% |
| 1Y | +38.7% | +130.4% | -91.7% | +20.3% |
| All | +113.2% | +92.1% | +21.2% | +64.0% |
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