-22.2%
AMDL vs STLA
-41.9%
+19.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.2% | +22.5% | +22.4% |
| 7D | -26.2% | -4.5% | -21.7% | -23.2% |
| 30D | -57.1% | -3.9% | -53.2% | -55.3% |
| 3M | -29.8% | -20.2% | -9.7% | -14.4% |
| 6M | -22.2% | -42.2% | +19.9% | +74.3% |
| All | -22.2% | -41.9% | +19.7% | +74.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling