+92.1%
AMDL vs STLA
-82.8%
+174.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.6% | +6.3% | +5.0% |
| 7D | +5.4% | -4.9% | +10.3% | +10.2% |
| 30D | -36.6% | -4.9% | -31.7% | -34.3% |
| 3M | -1.0% | -23.7% | +22.7% | +16.1% |
| 6M | -12.1% | -45.0% | +32.9% | +30.3% |
| YTD | +215.1% | -60.9% | +276.0% | +449.6% |
| 1Y | +130.4% | -58.9% | +189.3% | +279.2% |
| All | +92.1% | -82.8% | +174.9% | +350.9% |
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