+92.1%
AMDL vs SPXS
-68.7%
+160.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +4.5% |
| 7D | +5.4% | +0.4% | +5.0% | +18.5% |
| 30D | -36.6% | +10.8% | -47.5% | -11.9% |
| 3M | -1.0% | +9.6% | -10.6% | +38.6% |
| 6M | -12.1% | -4.7% | -7.4% | +15.7% |
| YTD | +215.1% | -24.6% | +239.7% | +242.6% |
| 1Y | +130.4% | -24.6% | +154.9% | +159.6% |
| All | +92.1% | -68.7% | +160.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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