+91.0%
LLY vs AMDL
+92.1%
-1.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.2% | +1.4% |
| 7D | +1.6% | +5.4% | -3.8% | +1.4% |
| 30D | +21.5% | -36.6% | +58.1% | +21.7% |
| 3M | +16.4% | -1.0% | +17.4% | +15.7% |
| 6M | +51.5% | -12.1% | +63.6% | +49.0% |
| YTD | +33.9% | +215.1% | -181.2% | +22.1% |
| 1Y | +49.1% | +130.4% | -81.3% | +37.9% |
| All | +91.0% | +92.1% | -1.1% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling