+1.4%
NFLX vs AMDL
+145.7%
-144.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +11.9% | -14.7% | -3.3% |
| 7D | -4.4% | +103.5% | -107.9% | -7.1% |
| 30D | -11.0% | -18.3% | +7.3% | -11.0% |
| 3M | -15.5% | +20.1% | -35.6% | -17.3% |
| 6M | -28.5% | +15.9% | -44.4% | -31.6% |
| YTD | -33.1% | +303.0% | -336.2% | -44.3% |
| 1Y | -45.8% | +164.0% | -209.8% | -53.1% |
| All | +1.4% | +145.7% | -144.3% | -22.0% |
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