+64.3%
ILMN vs AMDL
+20.7%
+43.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -34.9% | +26.7% | -4.8% |
| 7D | -28.3% | -52.7% | +24.4% | -23.3% |
| 30D | -24.0% | -65.3% | +41.4% | -17.0% |
| 3M | +4.1% | -40.8% | +44.9% | +8.1% |
| 6M | +49.6% | -12.9% | +62.4% | +45.5% |
| YTD | +58.6% | +98.0% | -39.4% | +39.2% |
| 1Y | +69.9% | +30.1% | +39.7% | +54.5% |
| All | +64.3% | +20.7% | +43.6% | +27.1% |
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