+45.3%
LLY vs AMDL
+62.4%
-17.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +22.3% | -23.1% | 0.0% |
| 7D | -4.5% | -26.2% | +21.7% | -5.2% |
| 30D | +13.9% | -57.1% | +71.0% | +11.0% |
| 3M | +13.8% | -29.8% | +43.6% | +13.4% |
| 6M | +37.6% | -22.2% | +59.8% | +38.1% |
| YTD | +26.6% | +142.1% | -115.5% | +25.8% |
| 1Y | +45.3% | +85.8% | -40.5% | +45.2% |
| All | +45.3% | +62.4% | -17.1% | +45.2% |
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 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