-48.0%
SE vs AMDL
+168.6%
-216.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +14.3% | -18.0% | -4.4% |
| 7D | -7.7% | +18.5% | -26.2% | -9.2% |
| 30D | -22.8% | -24.2% | +1.4% | -22.7% |
| 3M | -43.7% | +11.5% | -55.2% | -44.9% |
| 6M | -12.8% | -1.0% | -11.8% | -16.5% |
| YTD | -42.0% | +260.3% | -302.3% | -53.3% |
| 1Y | -48.0% | +178.2% | -226.2% | -56.9% |
| All | -48.0% | +168.6% | -216.6% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling