+128.0%
GOOG vs AMDL
+117.8%
+10.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.7% | -1.0% |
| 7D | +1.1% | +19.9% | -18.9% | -0.7% |
| 30D | -5.1% | +6.3% | -11.3% | -5.9% |
| 3M | -7.1% | -9.9% | +2.8% | -8.6% |
| 6M | +12.7% | +394.3% | -381.7% | -10.8% |
| YTD | +7.1% | +257.3% | -250.2% | -13.9% |
| 1Y | +43.6% | +508.5% | -464.9% | +3.7% |
| All | +128.0% | +117.8% | +10.2% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling