+422.1%
SITM vs AMDL
+92.1%
+330.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.4% | -3.6% |
| 7D | -0.1% | +5.4% | -5.5% | -4.1% |
| 30D | -27.4% | -36.6% | +9.2% | -19.3% |
| 3M | -35.6% | -1.0% | -34.6% | -37.9% |
| 6M | -46.6% | -12.1% | -34.6% | -48.4% |
| YTD | +25.8% | +215.1% | -189.3% | -23.7% |
| 1Y | +38.2% | +130.4% | -92.1% | -9.2% |
| All | +422.1% | +92.1% | +330.1% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling