+32.1%
SAP vs AMDL
+87.1%
-55.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +26.8% | -25.1% | +1.0% |
| 7D | +1.6% | +10.3% | -8.6% | +1.0% |
| 30D | +10.5% | -38.3% | +48.8% | +11.6% |
| 3M | +15.2% | -8.7% | +23.9% | +14.2% |
| 6M | +36.7% | -14.4% | +51.1% | +32.4% |
| YTD | -0.6% | +206.9% | -207.5% | -15.6% |
| 1Y | -4.1% | +144.4% | -148.5% | -17.4% |
| All | +32.1% | +87.1% | -55.0% | +1.4% |
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