+41.3%
ELV vs AMDL
+341.0%
-299.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.2% | -11.0% | -1.6% |
| 7D | +3.3% | +4.5% | -1.2% | +3.4% |
| 30D | +4.2% | -4.4% | +8.6% | +4.2% |
| 3M | -0.1% | -30.5% | +30.4% | -0.5% |
| 6M | +41.3% | +300.9% | -259.6% | +33.8% |
| All | +41.3% | +341.0% | -299.8% | +33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling