+34.8%
SOLS vs AMDL
+139.0%
-104.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.8% |
| 7D | +5.3% | +5.4% | -0.1% | +2.8% |
| 30D | +6.0% | -36.6% | +42.6% | +9.9% |
| 3M | +7.9% | -1.0% | +8.9% | +4.5% |
| 6M | -16.7% | -12.1% | -4.6% | -19.8% |
| YTD | +34.3% | +215.1% | -180.8% | +6.3% |
| 1Y | +38.2% | +130.4% | -92.2% | +13.5% |
| All | +34.8% | +139.0% | -104.3% | +9.9% |
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