+3.0%
GOOG vs AMDL
+175.5%
-172.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.9% | -10.2% | +0.9% |
| 7D | +4.8% | +103.5% | -98.7% | +0.4% |
| 30D | -15.5% | -18.3% | +2.8% | -15.5% |
| 3M | -13.7% | +20.1% | -33.7% | -15.7% |
| 6M | -23.0% | +15.9% | -38.9% | -26.2% |
| YTD | -5.7% | +303.0% | -308.7% | -20.0% |
| 1Y | +3.0% | +164.0% | -161.0% | -9.9% |
| All | +3.0% | +175.5% | -172.4% | -9.9% |
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 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