+46.5%
SO vs AMDL
+102.5%
-56.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -17.6% | +18.8% | +0.8% |
| 7D | +1.4% | +37.2% | -35.9% | +2.3% |
| 30D | +4.7% | -24.0% | +28.8% | +4.6% |
| 3M | +1.7% | -1.0% | +2.7% | +2.5% |
| 6M | +2.2% | -3.2% | +5.4% | +3.5% |
| YTD | +10.0% | +232.2% | -222.3% | +14.9% |
| 1Y | +6.0% | +137.7% | -131.7% | +10.2% |
| All | +46.5% | +102.5% | -56.1% | +54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling