+92.1%
AMDL vs SM
-32.0%
+124.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.2% | +2.3% |
| 7D | +5.4% | -19.5% | +24.9% | +11.3% |
| 30D | -36.6% | -20.2% | -16.4% | -33.0% |
| 3M | -1.0% | -6.5% | +5.5% | -1.5% |
| 6M | -12.1% | +1.6% | -13.6% | -17.0% |
| YTD | +215.1% | +61.2% | +153.9% | +114.8% |
| 1Y | +130.4% | +65.4% | +65.0% | +51.6% |
| All | +92.1% | -32.0% | +124.1% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling