+32.8%
SE vs AMDL
+92.1%
-59.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.1% | -1.8% |
| 7D | 0.0% | +5.4% | -5.4% | -1.7% |
| 30D | -19.4% | -36.6% | +17.3% | -17.2% |
| 3M | -33.1% | -1.0% | -32.1% | -35.1% |
| 6M | -11.4% | -12.1% | +0.6% | -16.9% |
| YTD | -39.8% | +215.1% | -254.9% | -55.4% |
| 1Y | -50.5% | +130.4% | -180.8% | -61.8% |
| All | +32.8% | +92.1% | -59.3% | -16.9% |
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