+27.1%
PFE vs AMDL
+119.6%
-92.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.3% | -14.0% | +0.4% |
| 7D | -3.0% | +18.5% | -21.5% | -2.8% |
| 30D | +5.2% | -24.2% | +29.4% | +5.2% |
| 3M | +12.2% | +11.5% | +0.8% | +12.3% |
| 6M | +17.8% | -1.0% | +18.8% | +17.5% |
| YTD | +26.2% | +260.3% | -234.1% | +23.8% |
| 1Y | +23.2% | +178.2% | -155.0% | +21.2% |
| All | +27.1% | +119.6% | -92.5% | +21.4% |
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