+34.6%
CSCO vs AMDL
+62.4%
-27.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +22.3% | -24.2% | -4.0% |
| 7D | -10.2% | -26.2% | +16.0% | -8.4% |
| 30D | -20.1% | -57.1% | +37.0% | -15.1% |
| 3M | -22.1% | -29.8% | +7.8% | -20.8% |
| 6M | +3.2% | -22.2% | +25.4% | +2.4% |
| YTD | +24.1% | +142.1% | -118.0% | +8.1% |
| 1Y | +34.6% | +85.8% | -51.3% | +19.0% |
| All | +34.6% | +62.4% | -27.9% | +19.0% |
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 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