+2.3%
NFLX vs AMDL
+92.1%
-89.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.7% | -1.2% |
| 7D | -0.3% | +5.4% | -5.7% | -0.9% |
| 30D | -10.0% | -36.6% | +26.6% | -9.1% |
| 3M | -17.1% | -1.0% | -16.1% | -18.2% |
| 6M | -27.7% | -12.1% | -15.6% | -30.0% |
| YTD | -32.5% | +215.1% | -247.6% | -43.2% |
| 1Y | -43.5% | +130.4% | -173.9% | -51.3% |
| All | +2.3% | +92.1% | -89.8% | -20.5% |
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