+152.4%
GE vs AMDL
+95.0%
+57.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.2% | -8.1% | +0.2% |
| 7D | -1.6% | +4.5% | -6.1% | -2.0% |
| 30D | -11.6% | -4.4% | -7.2% | -11.4% |
| 3M | +3.0% | -30.5% | +33.5% | +3.6% |
| 6M | -0.5% | +300.9% | -301.4% | -18.5% |
| YTD | +9.7% | +219.9% | -210.2% | -9.8% |
| 1Y | +20.0% | +374.7% | -354.7% | -9.0% |
| All | +152.4% | +95.0% | +57.3% | +86.5% |
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