+165.1%
SMH vs AMDL
+131.0%
+34.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.0% | -5.9% | -1.3% |
| 7D | +4.3% | +29.0% | -24.6% | -2.1% |
| 30D | +0.9% | +19.1% | -18.2% | -4.0% |
| 3M | -2.8% | +1.8% | -4.6% | -7.1% |
| 6M | +45.6% | +374.4% | -328.8% | -7.2% |
| YTD | +59.5% | +278.9% | -219.4% | +2.9% |
| 1Y | +93.4% | +510.6% | -417.1% | +3.3% |
| All | +165.1% | +131.0% | +34.1% | +47.0% |
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