+25.0%
PFE vs AMDL
+47.6%
-22.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +22.3% | -23.9% | -1.5% |
| 7D | -3.7% | -26.2% | +22.5% | -3.8% |
| 30D | +5.0% | -57.1% | +62.0% | +4.7% |
| 3M | +12.2% | -29.8% | +42.0% | +12.0% |
| 6M | +14.6% | -22.2% | +36.8% | +14.0% |
| YTD | +24.1% | +142.1% | -118.0% | +21.6% |
| 1Y | +26.6% | +85.8% | -59.3% | +24.3% |
| All | +25.0% | +47.6% | -22.6% | +19.2% |
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