+420.1%
DELL vs AMDL
+117.8%
+302.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.7% | -9.8% | -0.9% |
| 7D | +25.6% | +19.9% | +5.7% | +20.0% |
| 30D | +17.7% | +6.3% | +11.4% | +15.3% |
| 3M | +33.4% | -9.9% | +43.3% | +31.1% |
| 6M | +266.2% | +394.3% | -128.1% | +134.4% |
| YTD | +328.0% | +257.3% | +70.7% | +181.0% |
| 1Y | +339.6% | +508.5% | -169.0% | +136.1% |
| All | +420.1% | +117.8% | +302.3% | +189.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling