+95.0%
AMDL vs STLA
-77.5%
+172.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.3% | +7.9% | +8.3% |
| 7D | +4.5% | +2.6% | +2.0% | +2.8% |
| 30D | -4.4% | -1.2% | -3.2% | -4.4% |
| 3M | -30.5% | -24.8% | -5.7% | -15.1% |
| 6M | +300.9% | -25.6% | +326.5% | +393.0% |
| YTD | +219.9% | -48.9% | +268.9% | +373.6% |
| 1Y | +374.7% | -38.8% | +413.5% | +485.1% |
| All | +95.0% | -77.5% | +172.6% | +288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling