+38.4%
LLY vs AMDL
-11.0%
+49.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -34.9% | +31.1% | -5.5% |
| 7D | -0.7% | -52.7% | +52.1% | -4.3% |
| 30D | +17.9% | -65.3% | +83.2% | +12.0% |
| 3M | +16.8% | -40.8% | +57.7% | +15.4% |
| 6M | +38.4% | -12.9% | +51.3% | +39.4% |
| All | +38.4% | -11.0% | +49.5% | +39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling