+126.1%
AMDL vs SNY
+2.3%
+123.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +15.9% | -3.3% | +19.2% | +15.9% |
| 30D | +10.5% | -2.2% | +12.6% | +10.4% |
| 3M | -4.7% | -3.0% | -1.7% | -5.0% |
| 6M | +355.2% | +2.7% | +352.4% | +345.1% |
| YTD | +270.9% | -6.8% | +277.7% | +271.3% |
| 1Y | +499.5% | -5.3% | +504.7% | +491.1% |
| All | +126.1% | +2.3% | +123.8% | +133.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling