+35.5%
SAP vs AMDL
+20.7%
+14.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -34.9% | +36.3% | +2.4% |
| 7D | +4.0% | -52.7% | +56.8% | +6.0% |
| 30D | +15.7% | -65.3% | +81.0% | +18.9% |
| 3M | +23.4% | -40.8% | +64.2% | +24.0% |
| 6M | +41.3% | -12.9% | +54.1% | +33.0% |
| YTD | +2.0% | +98.0% | -96.0% | -12.3% |
| 1Y | -5.1% | +30.1% | -35.2% | -15.7% |
| All | +35.5% | +20.7% | +14.8% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling