+274.9%
GLW vs AMDL
+87.1%
+187.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +26.8% | -17.5% | +3.1% |
| 7D | -5.9% | +10.3% | -16.1% | -9.7% |
| 30D | -26.0% | -38.3% | +12.3% | -20.2% |
| 3M | -29.9% | -8.7% | -21.2% | -30.8% |
| 6M | -37.8% | -14.4% | -23.4% | -38.5% |
| YTD | +33.1% | +206.9% | -173.8% | +2.9% |
| 1Y | +36.8% | +144.4% | -107.6% | +8.4% |
| All | +274.9% | +87.1% | +187.8% | +156.9% |
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