+108.4%
FFIV vs AMDL
+95.0%
+13.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -1.2% |
| 7D | -1.0% | +4.5% | -5.5% | -1.4% |
| 30D | -5.1% | -4.4% | -0.7% | -4.9% |
| 3M | -4.5% | -30.5% | +26.0% | -3.7% |
| 6M | +36.5% | +300.9% | -264.4% | +14.7% |
| YTD | +53.0% | +219.9% | -167.0% | +29.0% |
| 1Y | +24.2% | +374.7% | -350.5% | -3.2% |
| All | +108.4% | +95.0% | +13.4% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling