-21.9%
SYK vs AMDL
+115.6%
-137.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.7% | -2.0% |
| 7D | -12.3% | +20.7% | -33.0% | -12.3% |
| 30D | -22.4% | +9.4% | -31.9% | -22.4% |
| 3M | -12.3% | +5.6% | -18.0% | -12.9% |
| 6M | -24.3% | +340.3% | -364.6% | -28.5% |
| YTD | -22.8% | +253.6% | -276.4% | -27.1% |
| 1Y | -28.8% | +443.4% | -472.2% | -35.4% |
| All | -21.9% | +115.6% | -137.5% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling