+47.7%
SMTC vs AMDL
+62.4%
-14.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +22.3% | -9.5% | +4.5% |
| 7D | -19.0% | -26.2% | +7.2% | -11.4% |
| 30D | -46.7% | -57.1% | +10.3% | -30.1% |
| 3M | -23.4% | -29.8% | +6.4% | -15.7% |
| 6M | -13.4% | -22.2% | +8.8% | -8.6% |
| YTD | +40.1% | +142.1% | -102.1% | +4.1% |
| 1Y | +47.7% | +85.8% | -38.2% | +15.3% |
| All | +47.7% | +62.4% | -14.7% | +15.3% |
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