+115.6%
AMDL vs SNY
+2.2%
+113.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.7% |
| 7D | +20.7% | -3.6% | +24.3% | +20.7% |
| 30D | +9.4% | -1.9% | +11.4% | +9.4% |
| 3M | +5.6% | -2.0% | +7.6% | +5.0% |
| 6M | +340.3% | +2.5% | +337.7% | +330.6% |
| YTD | +253.6% | -7.0% | +260.6% | +254.1% |
| 1Y | +443.4% | -4.4% | +447.8% | +433.3% |
| All | +115.6% | +2.2% | +113.4% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling