+92.8%
LLY vs AMDL
+102.5%
-9.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -17.6% | +18.8% | +1.5% |
| 7D | +6.7% | +37.2% | -30.5% | +6.1% |
| 30D | +19.6% | -24.0% | +43.6% | +19.4% |
| 3M | +19.7% | -1.0% | +20.7% | +18.9% |
| 6M | +42.7% | -3.2% | +45.9% | +40.0% |
| YTD | +35.1% | +232.2% | -197.1% | +23.0% |
| 1Y | +42.2% | +137.7% | -95.6% | +31.7% |
| All | +92.8% | +102.5% | -9.8% | +63.5% |
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