+100.6%
GOOGL vs AMDL
+119.6%
-19.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +14.3% | -12.2% | +0.8% |
| 7D | +1.6% | +18.5% | -16.9% | -1.1% |
| 30D | -16.8% | -24.2% | +7.4% | -16.2% |
| 3M | -14.6% | +11.5% | -26.1% | -17.6% |
| 6M | -24.4% | -1.0% | -23.4% | -28.6% |
| YTD | -6.1% | +260.3% | -266.3% | -26.3% |
| 1Y | +1.0% | +178.2% | -177.2% | -19.0% |
| All | +100.6% | +119.6% | -19.0% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling