-50.7%
SE vs AMDL
+62.4%
-113.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +22.3% | -22.1% | -1.1% |
| 7D | +2.0% | -26.2% | +28.2% | +3.2% |
| 30D | -20.0% | -57.1% | +37.1% | -17.1% |
| 3M | -31.8% | -29.8% | -1.9% | -31.4% |
| 6M | -15.9% | -22.2% | +6.3% | -19.3% |
| YTD | -40.6% | +142.1% | -182.8% | -52.3% |
| 1Y | -50.7% | +85.8% | -136.5% | -58.6% |
| All | -50.7% | +62.4% | -113.1% | -58.6% |
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