+444.9%
AMDL vs SM
+41.6%
+403.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.5% | +11.7% | +8.2% |
| 7D | +4.5% | +0.1% | +4.4% | +4.7% |
| 30D | -4.4% | +26.3% | -30.7% | +4.9% |
| 3M | -30.5% | +8.7% | -39.2% | -25.5% |
| 6M | +300.9% | +51.7% | +249.2% | +372.4% |
| YTD | +219.9% | +99.0% | +120.9% | +307.2% |
| All | +444.9% | +41.6% | +403.3% | +579.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling