+282.1%
SN vs AMDL
+145.7%
+136.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.9% | -14.9% | -4.2% |
| 7D | +1.4% | +103.5% | -102.2% | -6.3% |
| 30D | +16.6% | -18.3% | +34.9% | +16.3% |
| 3M | +18.3% | +20.1% | -1.8% | +11.9% |
| 6M | +103.1% | +15.9% | +87.2% | +84.1% |
| YTD | +96.7% | +303.0% | -206.3% | +39.7% |
| 1Y | +134.3% | +164.0% | -29.6% | +76.7% |
| All | +282.1% | +145.7% | +136.4% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling