+130.4%
AMDL vs SM
+64.7%
+65.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.2% | +3.2% |
| 7D | +5.4% | -19.5% | +24.9% | -3.1% |
| 30D | -36.6% | -20.2% | -16.4% | -41.6% |
| 3M | -1.0% | -6.5% | +5.5% | -1.5% |
| 6M | -12.1% | +1.6% | -13.6% | -4.6% |
| YTD | +215.1% | +61.2% | +153.9% | +282.6% |
| 1Y | +130.4% | +65.4% | +65.0% | +189.9% |
| All | +130.4% | +64.7% | +65.6% | +189.9% |
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