-19.9%
LVS vs AMDL
+341.0%
-360.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -0.4% |
| 7D | -1.5% | +4.5% | -6.0% | -1.6% |
| 30D | -3.2% | -4.4% | +1.2% | -3.2% |
| 3M | -12.0% | -30.5% | +18.5% | -12.2% |
| 6M | -19.9% | +300.9% | -320.8% | -34.2% |
| All | -19.9% | +341.0% | -360.9% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling