0.0%
KMB vs AMDL
+87.1%
-87.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +26.8% | -23.5% | +4.0% |
| 7D | +3.4% | +10.3% | -6.9% | +4.1% |
| 30D | +14.7% | -38.3% | +53.0% | +13.9% |
| 3M | +3.3% | -8.7% | +12.0% | +3.9% |
| 6M | +16.8% | -14.4% | +31.2% | +17.9% |
| YTD | +15.2% | +206.9% | -191.7% | +19.8% |
| 1Y | +13.3% | +144.4% | -131.1% | +17.4% |
| All | 0.0% | +87.1% | -87.1% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling