+95.0%
AMDL vs SAN
+260.0%
-165.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.8% | +10.0% | +10.1% |
| 7D | +4.5% | +1.8% | +2.8% | +2.3% |
| 30D | -4.4% | +2.0% | -6.4% | -6.7% |
| 3M | -30.5% | +19.7% | -50.2% | -41.5% |
| 6M | +300.9% | +30.6% | +270.3% | +214.8% |
| YTD | +219.9% | +28.8% | +191.1% | +150.1% |
| 1Y | +374.7% | +57.8% | +316.9% | +204.4% |
| All | +95.0% | +260.0% | -165.0% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling