-16.7%
IBM vs AMDL
+130.1%
-146.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -17.6% | +18.6% | +1.0% |
| 7D | +1.6% | +37.2% | -35.6% | +1.5% |
| 30D | +9.2% | -24.0% | +33.2% | +9.0% |
| 3M | +4.9% | -1.0% | +5.9% | +5.0% |
| 6M | +16.8% | -3.2% | +20.0% | +15.4% |
| YTD | -14.3% | +232.2% | -246.5% | -20.7% |
| 1Y | -16.7% | +137.7% | -154.4% | -21.0% |
| All | -16.7% | +130.1% | -146.8% | -21.0% |
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 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