+145.5%
ROKU vs AMDL
+95.0%
+50.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.2% | -10.9% | -3.1% |
| 7D | -1.3% | +4.5% | -5.9% | -2.1% |
| 30D | +5.9% | -4.4% | +10.3% | +6.1% |
| 3M | +23.9% | -30.5% | +54.4% | +24.9% |
| 6M | +59.6% | +300.9% | -241.3% | +13.0% |
| YTD | +43.4% | +219.9% | -176.5% | +2.5% |
| 1Y | +60.2% | +374.7% | -314.6% | -1.4% |
| All | +145.5% | +95.0% | +50.5% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling