-14.5%
LVS vs AMDL
+47.6%
-62.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +22.3% | -22.7% | -2.0% |
| 7D | +11.1% | -26.2% | +37.3% | +12.5% |
| 30D | +14.7% | -57.1% | +71.8% | +20.4% |
| 3M | -10.9% | -29.8% | +18.9% | -10.8% |
| 6M | -22.3% | -22.2% | -0.1% | -26.0% |
| YTD | -35.8% | +142.1% | -177.9% | -48.4% |
| 1Y | -33.5% | +85.8% | -119.3% | -45.3% |
| All | -14.5% | +47.6% | -62.1% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling