-2.3%
KMB vs AMDL
+102.5%
-104.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -17.6% | +19.7% | +1.6% |
| 7D | +0.9% | +37.2% | -36.3% | +2.0% |
| 30D | +10.1% | -24.0% | +34.1% | +10.0% |
| 3M | 0.0% | -1.0% | +1.1% | +1.0% |
| 6M | +15.7% | -3.2% | +18.9% | +17.2% |
| YTD | +12.6% | +232.2% | -219.6% | +17.5% |
| 1Y | +10.1% | +137.7% | -127.6% | +14.1% |
| All | -2.3% | +102.5% | -104.8% | +1.8% |
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