+3.7%
SO vs AMDL
+108.7%
-104.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.6% |
| 7D | +1.7% | -30.7% | +32.5% | +0.8% |
| 30D | +11.1% | -43.8% | +54.9% | +9.8% |
| 3M | +0.7% | -24.5% | +25.2% | +0.4% |
| 6M | -1.4% | +44.7% | -46.1% | +0.1% |
| YTD | +9.4% | +204.0% | -194.6% | +11.9% |
| 1Y | +3.7% | +109.1% | -105.3% | +6.8% |
| All | +3.7% | +108.7% | -104.9% | +6.8% |
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