+93.7%
GOOG vs AMDL
+92.1%
+1.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.0% | -0.6% |
| 7D | +2.4% | +5.4% | -3.0% | +0.8% |
| 30D | -18.1% | -36.6% | +18.5% | -16.2% |
| 3M | -19.9% | -1.0% | -18.9% | -21.8% |
| 6M | -28.2% | -12.1% | -16.1% | -31.4% |
| YTD | -9.0% | +215.1% | -224.1% | -27.6% |
| 1Y | -1.7% | +130.4% | -132.1% | -19.5% |
| All | +93.7% | +92.1% | +1.6% | +40.8% |
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 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