-40.5%
SE vs AMDL
+505.2%
-545.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.7% | -10.6% | +0.5% |
| 7D | +0.6% | +19.9% | -19.3% | -0.4% |
| 30D | -0.1% | +6.3% | -6.3% | -0.6% |
| 3M | +34.1% | -9.9% | +44.0% | +32.3% |
| 6M | +23.2% | +394.3% | -371.1% | +3.3% |
| YTD | -11.2% | +257.3% | -268.5% | -24.7% |
| 1Y | -40.5% | +508.5% | -549.1% | -50.9% |
| All | -40.5% | +505.2% | -545.8% | -50.9% |
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