+37.4%
IBM vs AMDL
+47.6%
-10.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +22.3% | -23.1% | -1.7% |
| 7D | -5.0% | -26.2% | +21.2% | -4.3% |
| 30D | +11.1% | -57.1% | +68.2% | +13.9% |
| 3M | +5.7% | -29.8% | +35.6% | +6.0% |
| 6M | +10.1% | -22.2% | +32.3% | +7.2% |
| YTD | -15.6% | +142.1% | -157.7% | -25.8% |
| 1Y | -19.5% | +85.8% | -105.4% | -28.2% |
| All | +37.4% | +47.6% | -10.2% | +12.3% |
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 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