-3.1%
KMB vs AMDL
+47.6%
-50.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +22.3% | -24.1% | -1.2% |
| 7D | +0.5% | -26.2% | +26.7% | 0.0% |
| 30D | +12.4% | -57.1% | +69.5% | +10.5% |
| 3M | +1.0% | -29.8% | +30.8% | +0.8% |
| 6M | +12.1% | -22.2% | +34.4% | +12.7% |
| YTD | +11.6% | +142.1% | -130.5% | +15.2% |
| 1Y | +13.1% | +85.8% | -72.7% | +16.3% |
| All | -3.1% | +47.6% | -50.7% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling