-78.9%
LULU vs AMDL
+115.6%
-194.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.7% | +3.8% | -2.4% |
| 7D | -20.4% | +20.7% | -41.1% | -21.6% |
| 30D | -22.9% | +9.4% | -32.3% | -23.6% |
| 3M | -18.5% | +5.6% | -24.2% | -21.3% |
| 6M | -41.8% | +340.3% | -382.1% | -52.0% |
| YTD | -53.4% | +253.6% | -307.0% | -61.6% |
| 1Y | -40.9% | +443.4% | -484.3% | -55.6% |
| All | -78.9% | +115.6% | -194.5% | -85.4% |
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 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