+110.3%
GILD vs AMDL
+126.1%
-15.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.6% | -0.8% |
| 7D | -4.8% | +15.9% | -20.7% | -4.9% |
| 30D | +5.8% | +10.5% | -4.7% | +5.7% |
| 3M | +14.9% | -4.7% | +19.7% | +14.5% |
| 6M | -0.4% | +355.2% | -355.5% | -3.7% |
| YTD | +18.5% | +270.9% | -252.3% | +14.5% |
| 1Y | +25.1% | +499.5% | -474.4% | +19.0% |
| All | +110.3% | +126.1% | -15.7% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling