+160.1%
LRCX vs AMDL
+119.6%
+40.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +14.3% | -8.3% | +1.7% |
| 7D | +6.5% | +18.5% | -12.0% | -1.0% |
| 30D | -23.8% | -24.2% | +0.4% | -20.3% |
| 3M | -24.2% | +11.5% | -35.7% | -30.5% |
| 6M | -20.2% | -1.0% | -19.2% | -26.3% |
| YTD | +38.2% | +260.3% | -222.1% | -16.7% |
| 1Y | +48.9% | +178.2% | -129.3% | -5.1% |
| All | +160.1% | +119.6% | +40.5% | +35.0% |
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 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