+11.5%
AMDL vs SFM
-39.9%
+51.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +3.5% | +10.9% | +15.4% |
| 7D | +18.5% | -7.1% | +25.6% | +14.5% |
| 30D | -24.2% | -21.4% | -2.8% | -27.2% |
| 3M | +11.5% | -40.1% | +51.6% | -2.2% |
| All | +11.5% | -39.9% | +51.3% | -2.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling