+408.6%
SMTC vs AMDL
+102.5%
+306.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -17.6% | +13.5% | +1.6% |
| 7D | +11.0% | +37.2% | -26.2% | -1.2% |
| 30D | -28.5% | -24.0% | -4.5% | -24.8% |
| 3M | -14.2% | -1.0% | -13.2% | -17.4% |
| 6M | -18.0% | -3.2% | -14.8% | -22.3% |
| YTD | +55.5% | +232.2% | -176.7% | -2.6% |
| 1Y | +69.5% | +137.7% | -68.2% | +15.2% |
| All | +408.6% | +102.5% | +306.1% | +167.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling