+30.1%
SAP vs AMDL
+92.1%
-62.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -1.6% |
| 7D | +1.5% | +5.4% | -3.9% | +1.0% |
| 30D | +8.8% | -36.6% | +45.5% | +9.8% |
| 3M | +12.1% | -1.0% | +13.0% | +10.9% |
| 6M | +34.6% | -12.1% | +46.7% | +30.2% |
| YTD | -2.1% | +215.1% | -217.2% | -17.0% |
| 1Y | -5.5% | +130.4% | -135.9% | -18.0% |
| All | +30.1% | +92.1% | -62.0% | -0.3% |
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 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