+63.0%
LYV vs AMDL
+126.1%
-63.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.8% | -0.3% |
| 7D | -1.9% | +15.9% | -17.9% | -2.9% |
| 30D | -8.2% | +10.5% | -18.7% | -9.0% |
| 3M | -1.3% | -4.7% | +3.5% | -2.8% |
| 6M | +2.6% | +355.2% | -352.6% | -12.5% |
| YTD | +19.4% | +270.9% | -251.5% | +1.9% |
| 1Y | -2.2% | +499.5% | -501.7% | -23.2% |
| All | +63.0% | +126.1% | -63.1% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling