+30.9%
SE vs AMDL
+47.6%
-16.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +22.3% | -22.1% | -2.2% |
| 7D | +2.0% | -26.2% | +28.2% | +4.1% |
| 30D | -20.0% | -57.1% | +37.1% | -14.2% |
| 3M | -31.8% | -29.8% | -1.9% | -31.2% |
| 6M | -15.9% | -22.2% | +6.3% | -20.5% |
| YTD | -40.6% | +142.1% | -182.8% | -54.7% |
| 1Y | -50.7% | +85.8% | -136.5% | -61.1% |
| All | +30.9% | +47.6% | -16.7% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling