+27.1%
PFE vs AMDL
+20.7%
+6.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -34.9% | +31.9% | -3.1% |
| 7D | -0.2% | -52.7% | +52.5% | -0.5% |
| 30D | +8.7% | -65.3% | +74.0% | +8.3% |
| 3M | +15.8% | -40.8% | +56.6% | +15.5% |
| 6M | +16.8% | -12.9% | +29.7% | +15.7% |
| YTD | +26.2% | +98.0% | -71.8% | +23.5% |
| 1Y | +29.9% | +30.1% | -0.2% | +27.7% |
| All | +27.1% | +20.7% | +6.4% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling