-11.7%
ZBH vs AMDL
+87.1%
-98.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +26.8% | -24.2% | +3.0% |
| 7D | +11.3% | +10.3% | +1.0% | +11.7% |
| 30D | +21.5% | -38.3% | +59.8% | +20.9% |
| 3M | +12.5% | -8.7% | +21.2% | +12.8% |
| 6M | +32.3% | -14.4% | +46.6% | +32.8% |
| YTD | +21.4% | +206.9% | -185.5% | +22.2% |
| 1Y | +23.7% | +144.4% | -120.7% | +24.6% |
| All | -11.7% | +87.1% | -98.8% | -12.0% |
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