+46.9%
LMT vs AMDL
+102.5%
-55.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -17.6% | +16.2% | -1.3% |
| 7D | +5.1% | +37.2% | -32.1% | +5.2% |
| 30D | +14.1% | -24.0% | +38.2% | +14.0% |
| 3M | +0.3% | -1.0% | +1.3% | +0.2% |
| 6M | +16.1% | -3.2% | +19.3% | +15.6% |
| YTD | +25.5% | +232.2% | -206.8% | +23.6% |
| 1Y | +34.1% | +137.7% | -103.6% | +32.1% |
| All | +46.9% | +102.5% | -55.6% | +38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling