-16.3%
LYFT vs AMDL
+115.6%
-131.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.7% | +7.5% | +1.7% |
| 7D | -13.1% | +20.7% | -33.8% | -15.5% |
| 30D | -14.4% | +9.4% | -23.8% | -16.0% |
| 3M | +12.2% | +5.6% | +6.5% | +6.1% |
| 6M | +13.4% | +340.3% | -326.9% | -20.4% |
| YTD | -22.5% | +253.6% | -276.1% | -45.1% |
| 1Y | -20.8% | +443.4% | -464.2% | -51.5% |
| All | -16.3% | +115.6% | -131.9% | -46.4% |
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 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