+164.0%
AMDL vs SM
+78.0%
+86.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.2% | +6.7% | +13.2% |
| 7D | +103.5% | +10.6% | +92.9% | +108.8% |
| 30D | -18.3% | -15.0% | -3.3% | -23.4% |
| 3M | +20.1% | +1.7% | +18.4% | +21.6% |
| 6M | +15.9% | +5.9% | +10.0% | +25.1% |
| YTD | +303.0% | +79.0% | +224.0% | +343.3% |
| 1Y | +164.0% | +84.7% | +79.3% | +186.8% |
| All | +164.0% | +78.0% | +86.0% | +186.8% |
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