-46.2%
SE vs AMDL
+130.1%
-176.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -17.6% | +18.7% | +2.0% |
| 7D | -0.5% | +37.2% | -37.7% | -2.6% |
| 30D | -20.9% | -24.0% | +3.1% | -20.9% |
| 3M | -38.9% | -1.0% | -37.9% | -39.9% |
| 6M | -19.4% | -3.2% | -16.2% | -23.0% |
| YTD | -40.9% | +232.2% | -273.1% | -52.4% |
| 1Y | -46.2% | +137.7% | -183.9% | -54.3% |
| All | -46.2% | +130.1% | -176.3% | -54.3% |
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