+57.3%
LLY vs AMDL
+108.7%
-51.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.7% |
| 7D | +10.1% | -30.7% | +40.8% | +8.5% |
| 30D | +24.0% | -43.8% | +67.8% | +21.7% |
| 3M | +27.3% | -24.5% | +51.8% | +27.0% |
| 6M | +47.0% | +44.7% | +2.3% | +48.9% |
| YTD | +32.6% | +204.0% | -171.4% | +33.0% |
| 1Y | +57.3% | +109.1% | -51.7% | +59.1% |
| All | +57.3% | +108.7% | -51.3% | +59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling