-12.9%
AMDL vs SAN
+3.5%
-16.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -0.5% | -34.4% | -34.0% |
| 7D | -52.7% | +3.5% | -56.2% | -55.2% |
| 30D | -65.3% | -13.2% | -52.1% | -53.4% |
| 3M | -40.8% | -16.9% | -23.9% | -13.8% |
| 6M | -12.9% | +2.3% | -15.2% | -29.2% |
| All | -12.9% | +3.5% | -16.4% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling