+12.7%
GSK vs AMDL
+127.5%
-114.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +26.8% | -24.4% | +3.2% |
| 7D | +4.9% | +10.3% | -5.4% | +5.6% |
| 30D | +10.8% | -38.3% | +49.1% | +9.5% |
| 3M | -1.8% | -8.7% | +6.9% | -1.3% |
| 6M | +4.1% | -14.4% | +18.5% | +5.4% |
| YTD | +7.9% | +206.9% | -199.1% | +12.4% |
| All | +12.7% | +127.5% | -114.8% | +16.7% |
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