+39.8%
LMT vs AMDL
+47.6%
-7.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +22.3% | -23.9% | -1.5% |
| 7D | -11.0% | -26.2% | +15.2% | -11.0% |
| 30D | +13.6% | -57.1% | +70.7% | +13.4% |
| 3M | -2.1% | -29.8% | +27.7% | -2.3% |
| 6M | +11.7% | -22.2% | +33.9% | +11.1% |
| YTD | +19.4% | +142.1% | -122.8% | +17.5% |
| 1Y | +24.1% | +85.8% | -61.8% | +22.1% |
| All | +39.8% | +47.6% | -7.8% | +31.7% |
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