+32.4%
GSK vs AMDL
+145.7%
-113.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.9% | -11.8% | +0.2% |
| 7D | +0.5% | +103.5% | -103.1% | +1.5% |
| 30D | +9.4% | -18.3% | +27.8% | +9.4% |
| 3M | +1.6% | +20.1% | -18.5% | +2.2% |
| 6M | +1.3% | +15.9% | -14.6% | +2.0% |
| YTD | +6.0% | +303.0% | -297.0% | +7.0% |
| 1Y | +9.1% | +164.0% | -154.9% | +10.3% |
| All | +32.4% | +145.7% | -113.2% | +31.8% |
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