-40.3%
LULU vs AMDL
+476.7%
-517.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +2.1% |
| 7D | -1.6% | +15.9% | -17.5% | -1.7% |
| 30D | -18.1% | +10.5% | -28.6% | -18.1% |
| 3M | -18.8% | -4.7% | -14.0% | -19.3% |
| 6M | -39.2% | +355.2% | -394.4% | -41.8% |
| YTD | -52.4% | +270.9% | -323.2% | -54.7% |
| 1Y | -40.3% | +499.5% | -539.8% | -41.6% |
| All | -40.3% | +476.7% | -517.0% | -41.6% |
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