+92.1%
AMDL vs SAN
+206.6%
-114.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +1.8% |
| 7D | +5.4% | +10.8% | -5.4% | -5.3% |
| 30D | -36.6% | -5.7% | -30.9% | -32.0% |
| 3M | -1.0% | -13.4% | +12.5% | +16.4% |
| 6M | -12.1% | +3.5% | -15.6% | -12.6% |
| YTD | +215.1% | +9.7% | +205.4% | +195.5% |
| 1Y | +130.4% | +20.9% | +109.5% | +97.7% |
| All | +92.1% | +206.6% | -114.5% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling