-30.3%
LULU vs AMDL
+108.7%
-138.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.8% |
| 7D | +6.5% | -30.7% | +37.2% | +6.6% |
| 30D | +20.3% | -43.8% | +64.1% | +20.6% |
| 3M | -8.9% | -24.5% | +15.6% | -8.6% |
| 6M | -13.1% | +44.7% | -57.8% | -15.7% |
| YTD | -46.1% | +204.0% | -250.1% | -49.8% |
| 1Y | -30.3% | +109.1% | -139.3% | -33.5% |
| All | -30.3% | +108.7% | -138.9% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling