+111.9%
GILD vs AMDL
+115.6%
-3.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | -0.5% |
| 7D | -4.2% | +20.7% | -24.9% | -4.4% |
| 30D | +6.7% | +9.4% | -2.8% | +6.6% |
| 3M | +20.0% | +5.6% | +14.3% | +19.2% |
| 6M | -1.3% | +340.3% | -341.6% | -4.7% |
| YTD | +19.4% | +253.6% | -234.2% | +15.4% |
| 1Y | +28.9% | +443.4% | -414.5% | +22.7% |
| All | +111.9% | +115.6% | -3.6% | +100.8% |
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