+84.9%
SN vs AMDL
-11.0%
+95.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -34.9% | +33.9% | -0.9% |
| 7D | +3.8% | -52.7% | +56.5% | +4.0% |
| 30D | +17.5% | -65.3% | +82.9% | +17.8% |
| 3M | +19.2% | -40.8% | +60.1% | +19.4% |
| 6M | +84.9% | -12.9% | +97.8% | +79.4% |
| All | +84.9% | -11.0% | +95.9% | +79.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling