+145.2%
LRCX vs AMDL
+92.1%
+53.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.3% |
| 7D | -3.6% | +5.4% | -9.0% | -7.0% |
| 30D | -30.3% | -36.6% | +6.4% | -22.9% |
| 3M | -27.3% | -1.0% | -26.4% | -30.8% |
| 6M | -24.2% | -12.1% | -12.1% | -27.3% |
| YTD | +30.3% | +215.1% | -184.8% | -18.1% |
| 1Y | +34.3% | +130.4% | -96.1% | -9.4% |
| All | +145.2% | +92.1% | +53.1% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling