+621.8%
SMTC vs AMDL
+117.8%
+504.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +11.7% | -1.7% | +6.4% |
| 7D | +22.9% | +19.9% | +3.0% | +16.5% |
| 30D | +16.6% | +6.3% | +10.4% | +14.8% |
| 3M | +2.4% | -9.9% | +12.3% | +3.7% |
| 6M | +98.3% | +394.3% | -296.0% | +21.3% |
| YTD | +120.7% | +257.3% | -136.6% | +41.1% |
| 1Y | +168.3% | +508.5% | -340.3% | +32.8% |
| All | +621.8% | +117.8% | +504.0% | +286.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling