+91.7%
LLY vs AMDL
+119.6%
-27.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.3% | -14.0% | +0.1% |
| 7D | +1.4% | +18.5% | -17.1% | +0.9% |
| 30D | +21.5% | -24.2% | +45.8% | +21.5% |
| 3M | +18.5% | +11.5% | +7.0% | +17.5% |
| 6M | +49.1% | -1.0% | +50.1% | +46.5% |
| YTD | +34.4% | +260.3% | -225.9% | +22.2% |
| 1Y | +46.3% | +178.2% | -131.9% | +34.6% |
| All | +91.7% | +119.6% | -27.9% | +62.5% |
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