+72.2%
SMTC vs AMDL
+108.7%
-36.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.7% | -14.6% | -13.5% |
| 7D | -24.5% | -30.7% | +6.2% | -14.9% |
| 30D | -42.5% | -43.8% | +1.3% | -30.6% |
| 3M | -14.1% | -24.5% | +10.4% | -7.5% |
| 6M | +3.6% | +44.7% | -41.1% | -7.7% |
| YTD | +50.6% | +204.0% | -153.4% | +7.4% |
| 1Y | +72.2% | +109.1% | -36.8% | +29.9% |
| All | +72.2% | +108.7% | -36.4% | +29.9% |
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