+109.1%
AMDL vs SPY
+14.6%
+94.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | -9.2% |
| 7D | -30.7% | -0.7% | -30.0% | -25.6% |
| 30D | -43.8% | -1.0% | -42.7% | -36.6% |
| 3M | -24.5% | -0.3% | -24.2% | -18.1% |
| 6M | +44.7% | +7.3% | +37.4% | +17.2% |
| YTD | +204.0% | +13.3% | +190.7% | +104.6% |
| 1Y | +109.1% | +14.8% | +94.3% | +33.8% |
| All | +109.1% | +14.6% | +94.4% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling