+131.0%
AMDL vs SPXS
-70.0%
+200.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.4% | +4.6% | +8.3% |
| 7D | +29.0% | +1.2% | +27.7% | +30.6% |
| 30D | +19.1% | +5.2% | +13.9% | +28.5% |
| 3M | +1.8% | -9.2% | +10.9% | -2.3% |
| 6M | +374.4% | -29.6% | +404.0% | +262.0% |
| YTD | +278.9% | -27.6% | +306.5% | +217.7% |
| 1Y | +510.6% | -36.7% | +547.3% | +368.2% |
| All | +131.0% | -70.0% | +200.9% | +10.4% |
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