+42.1%
SMH vs AMDL
+341.0%
-299.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.2% | -6.6% | +0.2% |
| 7D | +2.5% | +4.5% | -2.0% | +1.3% |
| 30D | -0.5% | -4.4% | +3.9% | 0.0% |
| 3M | -9.6% | -30.5% | +20.8% | -5.5% |
| 6M | +42.1% | +300.9% | -258.8% | -8.4% |
| All | +42.1% | +341.0% | -299.0% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling