+95.0%
AMDL vs SBAC
-6.7%
+101.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.1% | +10.3% | +8.9% |
| 7D | +4.5% | -0.8% | +5.3% | +4.4% |
| 30D | -4.4% | +6.9% | -11.3% | -2.7% |
| 3M | -30.5% | -8.2% | -22.3% | -30.6% |
| 6M | +300.9% | -1.6% | +302.5% | +300.4% |
| YTD | +219.9% | -0.1% | +220.1% | +223.4% |
| 1Y | +374.7% | -0.5% | +375.2% | +382.3% |
| All | +95.0% | -6.7% | +101.8% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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