-77.5%
LULU vs AMDL
+117.8%
-195.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.7% | -9.1% | +1.8% |
| 7D | -12.6% | +19.9% | -32.5% | -13.7% |
| 30D | -19.7% | +6.3% | -26.0% | -20.4% |
| 3M | -12.2% | -9.9% | -2.3% | -13.9% |
| 6M | -39.3% | +394.3% | -433.7% | -50.5% |
| YTD | -50.3% | +257.3% | -307.6% | -59.1% |
| 1Y | -38.6% | +508.5% | -547.2% | -54.6% |
| All | -77.5% | +117.8% | -195.3% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling