-22.2%
AMDL vs SAN
-4.1%
-18.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -2.2% | +24.5% | +25.5% |
| 7D | -26.2% | +4.9% | -31.1% | -32.9% |
| 30D | -57.1% | -13.0% | -44.1% | -45.3% |
| 3M | -29.8% | -18.9% | -11.0% | +0.7% |
| 6M | -22.2% | -4.1% | -18.1% | -23.0% |
| All | -22.2% | -4.1% | -18.1% | -23.0% |
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