+102.5%
AMDL vs STLA
-84.6%
+187.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -1.0% | -16.5% | -16.9% |
| 7D | +37.2% | -13.8% | +51.0% | +49.2% |
| 30D | -24.0% | -10.5% | -13.5% | -19.2% |
| 3M | -1.0% | -28.9% | +27.8% | +20.1% |
| 6M | -3.2% | -49.7% | +46.5% | +50.8% |
| YTD | +232.2% | -64.9% | +297.1% | +515.2% |
| 1Y | +137.7% | -64.0% | +201.8% | +326.0% |
| All | +102.5% | -84.6% | +187.1% | +404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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