+298.3%
SN vs AMDL
+87.1%
+211.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +26.8% | -23.8% | +0.2% |
| 7D | +7.6% | +10.3% | -2.6% | +5.2% |
| 30D | +24.1% | -38.3% | +62.3% | +27.6% |
| 3M | +23.7% | -8.7% | +32.4% | +20.5% |
| 6M | +105.5% | -14.4% | +119.9% | +92.7% |
| YTD | +105.1% | +206.9% | -101.8% | +50.0% |
| 1Y | +148.3% | +144.4% | +3.9% | +86.3% |
| All | +298.3% | +87.1% | +211.2% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling