+145.7%
AMDL vs SFM
-19.2%
+164.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.6% | +10.2% | +11.6% |
| 7D | +103.5% | -0.4% | +104.0% | +103.4% |
| 30D | -18.3% | -19.2% | +0.9% | -15.6% |
| 3M | +20.1% | -40.3% | +60.4% | +32.8% |
| 6M | +15.9% | -40.9% | +56.8% | +27.0% |
| YTD | +303.0% | -35.5% | +338.5% | +320.2% |
| 1Y | +164.0% | -37.4% | +201.4% | +178.6% |
| All | +145.7% | -19.2% | +164.8% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling