+142.6%
SN vs AMDL
+62.4%
+80.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +22.3% | -19.6% | +1.7% |
| 7D | +7.2% | -26.2% | +33.4% | +8.0% |
| 30D | +20.4% | -57.1% | +77.5% | +23.9% |
| 3M | +23.9% | -29.8% | +53.8% | +24.0% |
| 6M | +93.0% | -22.2% | +115.3% | +85.5% |
| YTD | +99.2% | +142.1% | -42.9% | +60.9% |
| 1Y | +142.6% | +85.8% | +56.8% | +101.5% |
| All | +142.6% | +62.4% | +80.2% | +101.5% |
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