+24.7%
PFE vs AMDL
+102.5%
-77.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -17.6% | +17.8% | +0.1% |
| 7D | -1.7% | +37.2% | -38.9% | -1.6% |
| 30D | +0.3% | -24.0% | +24.4% | +0.3% |
| 3M | +9.4% | -1.0% | +10.4% | +9.4% |
| 6M | +14.9% | -3.2% | +18.1% | +14.5% |
| YTD | +23.8% | +232.2% | -208.4% | +21.5% |
| 1Y | +19.5% | +137.7% | -118.2% | +17.7% |
| All | +24.7% | +102.5% | -77.8% | +19.1% |
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