+34.3%
FANG vs AMDL
+108.7%
-74.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -4.9% |
| 7D | -11.3% | -30.7% | +19.4% | -12.2% |
| 30D | -0.7% | -43.8% | +43.1% | -2.2% |
| 3M | -4.2% | -24.5% | +20.4% | -4.5% |
| 6M | -13.5% | +44.7% | -58.2% | -9.1% |
| YTD | +23.7% | +204.0% | -180.3% | +33.1% |
| 1Y | +34.3% | +109.1% | -74.7% | +44.7% |
| All | +34.3% | +108.7% | -74.3% | +44.7% |
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