+276.8%
SN vs AMDL
+20.7%
+256.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -34.9% | +33.9% | +2.6% |
| 7D | +3.8% | -52.7% | +56.5% | +10.6% |
| 30D | +17.5% | -65.3% | +82.9% | +28.8% |
| 3M | +19.2% | -40.8% | +60.1% | +21.9% |
| 6M | +84.9% | -12.9% | +97.8% | +68.7% |
| YTD | +94.0% | +98.0% | -4.0% | +49.0% |
| 1Y | +151.3% | +30.1% | +121.2% | +103.6% |
| All | +276.8% | +20.7% | +256.1% | +118.6% |
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 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