+25.1%
GILD vs AMDL
+476.7%
-451.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.6% | -0.7% |
| 7D | -4.8% | +15.9% | -20.7% | -4.7% |
| 30D | +5.8% | +10.5% | -4.7% | +5.9% |
| 3M | +14.9% | -4.7% | +19.7% | +14.6% |
| 6M | -0.4% | +355.2% | -355.5% | -2.2% |
| YTD | +18.5% | +270.9% | -252.3% | +16.1% |
| 1Y | +25.1% | +499.5% | -474.4% | +20.3% |
| All | +25.1% | +476.7% | -451.6% | +20.3% |
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