+117.8%
AMDL vs SNY
+3.2%
+114.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.4% | +14.1% | +11.7% |
| 7D | +19.9% | -2.7% | +22.7% | +20.0% |
| 30D | +6.3% | -0.7% | +6.9% | +6.2% |
| 3M | -9.9% | -1.6% | -8.3% | -10.2% |
| 6M | +394.3% | +2.3% | +392.1% | +385.0% |
| YTD | +257.3% | -6.0% | +263.3% | +257.7% |
| 1Y | +508.5% | -2.7% | +511.2% | +495.3% |
| All | +117.8% | +3.2% | +114.6% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling