-46.1%
SMR vs AMDL
+87.1%
-133.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +26.8% | -19.7% | -2.6% |
| 7D | +1.7% | +10.3% | -8.6% | -4.5% |
| 30D | -24.4% | -38.3% | +13.8% | -14.7% |
| 3M | -44.6% | -8.7% | -35.9% | -47.1% |
| 6M | -56.7% | -14.4% | -42.3% | -60.8% |
| YTD | -61.6% | +206.9% | -268.6% | -81.5% |
| 1Y | -82.1% | +144.4% | -226.5% | -90.7% |
| All | -46.1% | +87.1% | -133.2% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling