+29.9%
SAP vs AMDL
+47.6%
-17.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +22.3% | -26.4% | -4.7% |
| 7D | -0.7% | -26.2% | +25.5% | -0.1% |
| 30D | +11.1% | -57.1% | +68.2% | +13.4% |
| 3M | +17.0% | -29.8% | +46.9% | +17.0% |
| 6M | +34.8% | -22.2% | +57.1% | +29.9% |
| YTD | -2.2% | +142.1% | -144.3% | -16.4% |
| 1Y | -6.4% | +85.8% | -92.3% | -18.6% |
| All | +29.9% | +47.6% | -17.7% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling