+0.3%
GOOGL vs AMDL
+62.4%
-62.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +22.3% | -21.5% | -0.5% |
| 7D | +1.8% | -26.2% | +28.0% | +2.9% |
| 30D | -18.8% | -57.1% | +38.3% | -15.8% |
| 3M | -20.3% | -29.8% | +9.5% | -19.6% |
| 6M | -28.4% | -22.2% | -6.1% | -29.8% |
| YTD | -8.8% | +142.1% | -151.0% | -19.8% |
| 1Y | +0.3% | +85.8% | -85.6% | -10.8% |
| All | +0.3% | +62.4% | -62.2% | -10.8% |
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 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