-13.3%
IBM vs AMDL
+108.7%
-121.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.7% |
| 7D | +0.4% | -30.7% | +31.2% | +0.3% |
| 30D | +14.8% | -43.8% | +58.5% | +14.5% |
| 3M | +8.9% | -24.5% | +33.4% | +8.9% |
| 6M | +12.4% | +44.7% | -32.2% | +9.0% |
| YTD | -12.4% | +204.0% | -216.4% | -19.0% |
| 1Y | -13.3% | +109.1% | -122.3% | -18.3% |
| All | -13.3% | +108.7% | -121.9% | -18.3% |
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