+164.8%
SMH vs AMDL
+117.8%
+47.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.7% | -10.5% | -1.6% |
| 7D | +5.2% | +19.9% | -14.7% | +0.5% |
| 30D | -1.5% | +6.3% | -7.8% | -3.7% |
| 3M | -4.1% | -9.9% | +5.8% | -5.6% |
| 6M | +50.8% | +394.3% | -343.5% | -4.8% |
| YTD | +59.3% | +257.3% | -198.0% | +4.3% |
| 1Y | +94.1% | +508.5% | -414.5% | +3.4% |
| All | +164.8% | +117.8% | +47.0% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling