-60.4%
SMCI vs AMDL
+95.0%
-155.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +9.2% | -4.7% | +0.9% |
| 7D | +6.8% | +4.5% | +2.2% | +4.8% |
| 30D | +30.6% | -4.4% | +35.0% | +32.1% |
| 3M | -15.6% | -30.5% | +14.9% | -8.5% |
| 6M | +21.3% | +300.9% | -279.6% | -36.5% |
| YTD | +35.3% | +219.9% | -184.7% | -29.7% |
| 1Y | -2.7% | +374.7% | -377.4% | -63.2% |
| All | -60.4% | +95.0% | -155.5% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling