+145.7%
AMDL vs SPY
+51.6%
+94.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.4% | +12.2% | +13.6% |
| 7D | +103.5% | +3.3% | +100.2% | +78.4% |
| 30D | -18.3% | -2.7% | -15.6% | +5.6% |
| 3M | +20.1% | -1.7% | +21.8% | +50.1% |
| 6M | +15.9% | +3.1% | +12.8% | +30.4% |
| YTD | +303.0% | +11.9% | +291.1% | +250.6% |
| 1Y | +164.0% | +12.0% | +152.0% | +133.6% |
| All | +145.7% | +51.6% | +94.0% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling