-53.9%
SMR vs AMDL
+102.5%
-156.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -17.6% | +14.2% | +3.0% |
| 7D | -8.3% | +37.2% | -45.5% | -20.5% |
| 30D | -20.1% | -24.0% | +4.0% | -18.0% |
| 3M | -52.7% | -1.0% | -51.7% | -57.0% |
| 6M | -61.0% | -3.2% | -57.8% | -67.0% |
| YTD | -67.1% | +232.2% | -299.3% | -84.9% |
| 1Y | -79.9% | +137.7% | -217.6% | -89.5% |
| All | -53.9% | +102.5% | -156.4% | -73.0% |
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