-67.1%
SMR vs AMDL
+505.2%
-572.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +11.7% | +3.6% | +11.7% |
| 7D | +21.4% | +19.9% | +1.4% | +15.0% |
| 30D | +13.8% | +6.3% | +7.6% | +11.0% |
| 3M | +3.9% | -9.9% | +13.8% | +1.6% |
| 6M | -4.2% | +394.3% | -398.5% | -47.5% |
| YTD | -21.1% | +257.3% | -278.4% | -54.0% |
| 1Y | -67.1% | +508.5% | -575.6% | -80.5% |
| All | -67.1% | +505.2% | -572.3% | -80.5% |
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