+31.7%
IBM vs AMDL
+95.0%
-63.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -0.3% |
| 7D | -0.3% | +4.5% | -4.8% | -0.5% |
| 30D | +0.3% | -4.4% | +4.7% | +0.3% |
| 3M | -21.6% | -30.5% | +8.9% | -21.6% |
| 6M | -4.7% | +300.9% | -305.6% | -16.7% |
| YTD | -19.1% | +219.9% | -239.0% | -29.0% |
| 1Y | -2.5% | +374.7% | -377.2% | -18.5% |
| All | +31.7% | +95.0% | -63.3% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling