+54.7%
SMTC vs AMDL
+127.5%
-72.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +26.8% | -13.9% | +2.8% |
| 7D | -4.8% | +10.3% | -15.1% | -10.2% |
| 30D | -37.8% | -38.3% | +0.4% | -28.6% |
| 3M | -16.5% | -8.7% | -7.8% | -16.9% |
| 6M | -4.4% | -14.4% | +10.0% | -4.4% |
| YTD | +58.0% | +206.9% | -148.9% | +7.2% |
| All | +54.7% | +127.5% | -72.8% | +11.0% |
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 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