+165.5%
SITM vs AMDL
+384.9%
-219.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.2% | -2.6% | +4.5% |
| 7D | +9.7% | +4.5% | +5.2% | +8.7% |
| 30D | +12.7% | -4.4% | +17.1% | +13.9% |
| 3M | -13.4% | -30.5% | +17.1% | -8.8% |
| 6M | +59.6% | +300.9% | -241.3% | +35.9% |
| YTD | +73.3% | +219.9% | -146.6% | +48.4% |
| 1Y | +165.5% | +374.7% | -209.2% | +130.5% |
| All | +165.5% | +384.9% | -219.3% | +130.5% |
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