+27.9%
SE vs AMDL
+119.6%
-91.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +14.3% | -18.0% | -5.1% |
| 7D | -7.7% | +18.5% | -26.2% | -10.5% |
| 30D | -22.8% | -24.2% | +1.4% | -22.3% |
| 3M | -43.7% | +11.5% | -55.2% | -46.2% |
| 6M | -12.8% | -1.0% | -11.8% | -19.2% |
| YTD | -42.0% | +260.3% | -302.3% | -57.7% |
| 1Y | -48.0% | +178.2% | -226.2% | -60.8% |
| All | +27.9% | +119.6% | -91.7% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling