-1.3%
KMB vs AMDL
+20.7%
-22.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -34.9% | +36.4% | +0.5% |
| 7D | +0.4% | -52.7% | +53.1% | -1.4% |
| 30D | +14.1% | -65.3% | +79.5% | +11.4% |
| 3M | -0.5% | -40.8% | +40.3% | -1.3% |
| 6M | +16.6% | -12.9% | +29.5% | +17.0% |
| YTD | +13.7% | +98.0% | -84.3% | +16.6% |
| 1Y | +16.1% | +30.1% | -14.1% | +18.1% |
| All | -1.3% | +20.7% | -22.0% | +1.0% |
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