+47.6%
AMDL vs STLA
-82.1%
+129.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.2% | +22.5% | +22.4% |
| 7D | -26.2% | -4.5% | -21.7% | -23.4% |
| 30D | -57.1% | -3.9% | -53.2% | -55.7% |
| 3M | -29.8% | -20.2% | -9.7% | -20.0% |
| 6M | -22.2% | -42.2% | +19.9% | +12.3% |
| YTD | +142.1% | -59.3% | +201.4% | +312.5% |
| 1Y | +85.8% | -56.1% | +141.9% | +191.6% |
| All | +47.6% | -82.1% | +129.7% | +238.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling