-5.9%
SAP vs AMDL
+108.7%
-114.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +4.3% |
| 7D | +1.3% | -30.7% | +32.0% | +0.1% |
| 30D | +15.5% | -43.8% | +59.3% | +13.6% |
| 3M | +22.8% | -24.5% | +47.3% | +22.5% |
| 6M | +42.5% | +44.7% | -2.2% | +38.1% |
| YTD | +0.5% | +204.0% | -203.5% | -5.4% |
| 1Y | -5.9% | +109.1% | -115.0% | -9.7% |
| All | -5.9% | +108.7% | -114.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling