+134.0%
SMH vs AMDL
+119.6%
+14.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +14.3% | -9.5% | +1.3% |
| 7D | +0.5% | +18.5% | -18.0% | -5.9% |
| 30D | -14.2% | -24.2% | +10.0% | -11.8% |
| 3M | -11.5% | +11.5% | -23.0% | -18.4% |
| 6M | -12.0% | -1.0% | -11.0% | -20.0% |
| YTD | +40.8% | +260.3% | -219.5% | -12.3% |
| 1Y | +44.9% | +178.2% | -133.3% | -5.2% |
| All | +134.0% | +119.6% | +14.4% | +25.3% |
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