+62.3%
ROKU vs AMDL
+418.8%
-356.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.7% | +7.5% | +1.3% |
| 7D | -2.6% | +20.7% | -23.3% | -4.2% |
| 30D | +2.1% | +9.4% | -7.3% | +1.1% |
| 3M | +31.8% | +5.6% | +26.1% | +28.0% |
| 6M | +53.3% | +340.3% | -287.0% | +27.6% |
| YTD | +42.1% | +253.6% | -211.6% | +19.1% |
| 1Y | +62.3% | +443.4% | -381.0% | +40.4% |
| All | +62.3% | +418.8% | -356.4% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling