+436.9%
SITM vs AMDL
+87.1%
+349.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +26.8% | -17.1% | +1.2% |
| 7D | +9.4% | +10.3% | -0.9% | +3.7% |
| 30D | -25.4% | -38.3% | +12.9% | -16.3% |
| 3M | -37.0% | -8.7% | -28.3% | -37.7% |
| 6M | -45.1% | -14.4% | -30.8% | -46.5% |
| YTD | +29.4% | +206.9% | -177.5% | -20.8% |
| 1Y | +39.8% | +144.4% | -104.6% | -10.0% |
| All | +436.9% | +87.1% | +349.8% | +152.5% |
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 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