-9.4%
UBER vs AMDL
+47.6%
-57.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +22.3% | -22.6% | -2.0% |
| 7D | +5.1% | -26.2% | +31.3% | +6.7% |
| 30D | +0.2% | -57.1% | +57.3% | +5.7% |
| 3M | -2.7% | -29.8% | +27.2% | -2.6% |
| 6M | -13.4% | -22.2% | +8.9% | -18.1% |
| YTD | -16.1% | +142.1% | -158.2% | -34.0% |
| 1Y | -25.5% | +85.8% | -111.4% | -39.8% |
| All | -9.4% | +47.6% | -57.0% | -37.0% |
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