-51.2%
LULU vs AMDL
+384.9%
-436.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +9.2% | -26.6% | -17.5% |
| 7D | -16.7% | +4.5% | -21.3% | -16.8% |
| 30D | -18.5% | -4.4% | -14.1% | -18.5% |
| 3M | -19.5% | -30.5% | +11.0% | -19.5% |
| 6M | -41.9% | +300.9% | -342.8% | -46.6% |
| YTD | -51.6% | +219.9% | -271.5% | -55.8% |
| 1Y | -51.2% | +374.7% | -425.9% | -58.4% |
| All | -51.2% | +384.9% | -436.1% | -58.4% |
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