-6.2%
KMB vs AMDL
+95.0%
-101.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -1.4% |
| 7D | -3.0% | +4.5% | -7.6% | -2.9% |
| 30D | -5.5% | -4.4% | -1.1% | -5.5% |
| 3M | +14.0% | -30.5% | +44.5% | +13.9% |
| 6M | +4.1% | +300.9% | -296.8% | +7.8% |
| YTD | +8.0% | +219.9% | -211.9% | +11.7% |
| 1Y | -13.7% | +374.7% | -388.5% | -9.6% |
| All | -6.2% | +95.0% | -101.3% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling