+346.9%
DELL vs AMDL
+540.4%
-193.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.0% | -5.8% | -1.0% |
| 7D | +8.7% | +29.0% | -20.2% | +3.0% |
| 30D | +16.9% | +19.1% | -2.2% | +12.3% |
| 3M | +40.4% | +1.8% | +38.7% | +35.4% |
| 6M | +267.1% | +374.4% | -107.3% | +173.0% |
| YTD | +329.1% | +278.9% | +50.2% | +217.5% |
| 1Y | +346.9% | +510.6% | -163.6% | +216.7% |
| All | +346.9% | +540.4% | -193.5% | +216.7% |
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