+90.4%
LLY vs AMDL
+145.7%
-55.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.9% | -12.6% | -0.9% |
| 7D | +4.6% | +103.5% | -99.0% | +3.4% |
| 30D | +22.4% | -18.3% | +40.7% | +22.1% |
| 3M | +17.1% | +20.1% | -2.9% | +16.0% |
| 6M | +44.6% | +15.9% | +28.7% | +41.6% |
| YTD | +33.5% | +303.0% | -269.6% | +21.2% |
| 1Y | +41.1% | +164.0% | -122.9% | +31.1% |
| All | +90.4% | +145.7% | -55.3% | +61.1% |
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 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