+43.4%
SMH vs AMDL
+108.7%
-65.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.1% |
| 7D | -11.2% | -30.7% | +19.6% | -3.8% |
| 30D | -20.4% | -43.8% | +23.3% | -10.2% |
| 3M | -12.4% | -24.5% | +12.1% | -9.4% |
| 6M | -0.5% | +44.7% | -45.2% | -12.9% |
| YTD | +40.0% | +204.0% | -164.0% | 0.0% |
| 1Y | +43.4% | +109.1% | -65.7% | +8.9% |
| All | +43.4% | +108.7% | -65.3% | +8.9% |
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