+37.9%
SO vs AMDL
+95.0%
-57.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -0.5% |
| 7D | -0.2% | +4.5% | -4.7% | 0.0% |
| 30D | -4.6% | -4.4% | -0.2% | -4.6% |
| 3M | -3.0% | -30.5% | +27.5% | -3.1% |
| 6M | -8.3% | +300.9% | -309.1% | -4.8% |
| YTD | +3.5% | +219.9% | -216.4% | +7.3% |
| 1Y | -0.9% | +374.7% | -375.6% | +4.1% |
| All | +37.9% | +95.0% | -57.1% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling