+53.3%
LLY vs AMDL
+95.0%
-41.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -1.0% |
| 7D | -2.1% | +4.5% | -6.7% | -2.2% |
| 30D | -1.6% | -4.4% | +2.8% | -1.6% |
| 3M | +2.3% | -30.5% | +32.8% | +2.3% |
| 6M | +14.9% | +300.9% | -286.0% | +5.7% |
| YTD | +7.5% | +219.9% | -212.5% | -1.5% |
| 1Y | +55.7% | +374.7% | -319.0% | +36.2% |
| All | +53.3% | +95.0% | -41.7% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling