+109.1%
AMDL vs SNY
+2.7%
+106.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +6.3% |
| 7D | -30.7% | +12.4% | -43.1% | -21.6% |
| 30D | -43.8% | +20.1% | -63.9% | -32.3% |
| 3M | -24.5% | +11.2% | -35.7% | -13.6% |
| 6M | +44.7% | +9.5% | +35.2% | +64.6% |
| YTD | +204.0% | +3.4% | +200.6% | +240.0% |
| 1Y | +109.1% | +2.0% | +107.0% | +135.1% |
| All | +109.1% | +2.7% | +106.3% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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