+137.3%
PANW vs AMDL
+115.6%
+21.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.7% | +1.6% |
| 7D | +2.0% | +20.7% | -18.7% | +0.2% |
| 30D | -11.8% | +9.4% | -21.2% | -12.8% |
| 3M | +28.6% | +5.6% | +22.9% | +25.5% |
| 6M | +104.4% | +340.3% | -235.8% | +70.6% |
| YTD | +83.8% | +253.6% | -169.9% | +53.3% |
| 1Y | +71.5% | +443.4% | -371.8% | +32.0% |
| All | +137.3% | +115.6% | +21.8% | +75.8% |
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 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