+43.0%
SN vs AMDL
+384.9%
-341.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -1.4% |
| 7D | -9.3% | +4.5% | -13.9% | -9.5% |
| 30D | -4.8% | -4.4% | -0.4% | -4.7% |
| 3M | +40.4% | -30.5% | +70.9% | +40.4% |
| 6M | +50.9% | +300.9% | -249.9% | +33.3% |
| YTD | +54.9% | +219.9% | -165.0% | +37.3% |
| 1Y | +43.0% | +374.7% | -331.7% | +29.6% |
| All | +43.0% | +384.9% | -341.9% | +29.6% |
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