+66.6%
SMTC vs AMDL
+175.5%
-108.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +11.9% | -16.5% | -9.1% |
| 7D | +30.5% | +103.5% | -73.1% | -1.5% |
| 30D | -30.9% | -18.3% | -12.6% | -29.0% |
| 3M | -14.7% | +20.1% | -34.7% | -24.0% |
| 6M | -9.6% | +15.9% | -25.5% | -19.7% |
| YTD | +62.1% | +303.0% | -240.9% | -3.6% |
| 1Y | +66.6% | +164.0% | -97.4% | +12.2% |
| All | +66.6% | +175.5% | -108.9% | +12.2% |
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