+62.9%
LYV vs AMDL
+115.6%
-52.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.7% | +0.5% |
| 7D | -4.2% | +20.7% | -24.9% | -5.4% |
| 30D | -7.2% | +9.4% | -16.7% | -8.0% |
| 3M | +1.5% | +5.6% | -4.1% | -0.9% |
| 6M | +2.7% | +340.3% | -337.5% | -12.2% |
| YTD | +19.4% | +253.6% | -234.3% | +2.1% |
| 1Y | -0.5% | +443.4% | -443.9% | -21.1% |
| All | +62.9% | +115.6% | -52.6% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling