-73.1%
SMR vs AMDL
+384.9%
-458.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.7% | -3.2% |
| 7D | +4.4% | +4.5% | -0.1% | +2.8% |
| 30D | +3.4% | -4.4% | +7.8% | +3.8% |
| 3M | -19.2% | -30.5% | +11.3% | -15.1% |
| 6M | -22.6% | +300.9% | -323.5% | -54.9% |
| YTD | -31.5% | +219.9% | -251.5% | -58.7% |
| 1Y | -73.1% | +374.7% | -447.8% | -83.9% |
| All | -73.1% | +384.9% | -458.0% | -83.9% |
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