-4.0%
SMR vs AMDL
+95.0%
-99.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.7% | -3.8% |
| 7D | +4.4% | +4.5% | -0.1% | +2.5% |
| 30D | +3.4% | -4.4% | +7.8% | +3.8% |
| 3M | -19.2% | -30.5% | +11.3% | -14.3% |
| 6M | -22.6% | +300.9% | -323.5% | -62.2% |
| YTD | -31.5% | +219.9% | -251.5% | -65.2% |
| 1Y | -73.1% | +374.7% | -447.8% | -89.4% |
| All | -4.0% | +95.0% | -99.0% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling