+63.3%
LYV vs AMDL
+117.8%
-54.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.4% | -2.5% |
| 7D | -3.8% | +19.9% | -23.8% | -5.0% |
| 30D | -5.7% | +6.3% | -11.9% | -6.2% |
| 3M | +6.9% | -9.9% | +16.8% | +5.5% |
| 6M | +9.2% | +394.3% | -385.1% | -7.4% |
| YTD | +19.6% | +257.3% | -237.7% | +2.3% |
| 1Y | +0.6% | +508.5% | -507.9% | -21.2% |
| All | +63.3% | +117.8% | -54.5% | +19.8% |
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