+23.5%
SBUX vs AMDL
+47.6%
-24.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +22.3% | -23.0% | -1.8% |
| 7D | +1.7% | -26.2% | +27.9% | +2.7% |
| 30D | +12.6% | -57.1% | +69.7% | +16.5% |
| 3M | +0.8% | -29.8% | +30.7% | +1.0% |
| 6M | +0.2% | -22.2% | +22.4% | -3.1% |
| YTD | +27.4% | +142.1% | -114.7% | +9.5% |
| 1Y | +31.5% | +85.8% | -54.4% | +14.8% |
| All | +23.5% | +47.6% | -24.1% | -7.5% |
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 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