-12.3%
SYK vs AMDL
+95.0%
-107.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -1.6% |
| 7D | -8.3% | +4.5% | -12.9% | -8.3% |
| 30D | -10.1% | -4.4% | -5.7% | -10.1% |
| 3M | +0.9% | -30.5% | +31.4% | +0.8% |
| 6M | -20.2% | +300.9% | -321.1% | -24.7% |
| YTD | -13.3% | +219.9% | -233.2% | -18.2% |
| 1Y | -22.3% | +374.7% | -397.1% | -29.4% |
| All | -12.3% | +95.0% | -107.4% | -24.1% |
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 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