+374.7%
AMDL vs SFM
-41.4%
+416.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.9% | +6.3% | +9.1% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | -4.4% | -4.4% | 0.0% | -4.2% |
| 3M | -30.5% | +1.5% | -32.0% | -30.5% |
| 6M | +300.9% | +6.5% | +294.4% | +294.3% |
| YTD | +219.9% | +2.2% | +217.8% | +220.8% |
| 1Y | +374.7% | -41.9% | +416.6% | +301.0% |
| All | +374.7% | -41.4% | +416.2% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling