+46.4%
SO vs AMDL
+87.1%
-40.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +26.8% | -25.4% | +2.0% |
| 7D | -1.1% | +10.3% | -11.4% | -0.5% |
| 30D | +8.6% | -38.3% | +46.9% | +7.9% |
| 3M | +1.8% | -8.7% | +10.5% | +2.3% |
| 6M | +3.6% | -14.4% | +18.0% | +4.7% |
| YTD | +9.9% | +206.9% | -197.0% | +14.5% |
| 1Y | +5.7% | +144.4% | -138.7% | +9.9% |
| All | +46.4% | +87.1% | -40.7% | +54.3% |
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