-7.6%
LVS vs AMDL
+95.0%
-102.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.2% | -9.5% | -1.1% |
| 7D | -1.5% | +4.5% | -6.0% | -1.9% |
| 30D | -3.2% | -4.4% | +1.2% | -3.1% |
| 3M | -12.0% | -30.5% | +18.5% | -11.7% |
| 6M | -19.9% | +300.9% | -320.8% | -35.8% |
| YTD | -30.6% | +219.9% | -250.6% | -44.2% |
| 1Y | -17.7% | +374.7% | -392.5% | -39.5% |
| All | -7.6% | +95.0% | -102.7% | -33.8% |
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 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