-78.5%
LULU vs AMDL
+126.1%
-204.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.8% |
| 7D | -1.6% | +15.9% | -17.5% | -2.6% |
| 30D | -18.1% | +10.5% | -28.6% | -19.0% |
| 3M | -18.8% | -4.7% | -14.0% | -20.6% |
| 6M | -39.2% | +355.2% | -394.4% | -49.9% |
| YTD | -52.4% | +270.9% | -323.2% | -60.9% |
| 1Y | -40.3% | +499.5% | -539.8% | -55.6% |
| All | -78.5% | +126.1% | -204.5% | -85.1% |
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