+119.6%
AMDL vs STLA
-83.4%
+203.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -3.5% | +17.8% | +16.5% |
| 7D | +18.5% | -11.6% | +30.1% | +29.3% |
| 30D | -24.2% | -6.2% | -18.1% | -21.1% |
| 3M | +11.5% | -24.6% | +36.1% | +31.1% |
| 6M | -1.0% | -44.9% | +43.9% | +46.2% |
| YTD | +260.3% | -62.3% | +322.5% | +540.5% |
| 1Y | +178.2% | -61.8% | +240.0% | +384.2% |
| All | +119.6% | -83.4% | +203.0% | +425.5% |
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