+30.3%
SE vs AMDL
+102.5%
-72.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -17.6% | +18.7% | +2.9% |
| 7D | -0.5% | +37.2% | -37.7% | -4.4% |
| 30D | -20.9% | -24.0% | +3.1% | -20.6% |
| 3M | -38.9% | -1.0% | -37.9% | -41.0% |
| 6M | -19.4% | -3.2% | -16.2% | -25.5% |
| YTD | -40.9% | +232.2% | -273.1% | -56.7% |
| 1Y | -46.2% | +137.7% | -183.9% | -58.7% |
| All | +30.3% | +102.5% | -72.2% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling