+113.9%
SOXX vs AMDL
+384.9%
-271.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.2% | -5.7% | +1.3% |
| 7D | +2.2% | +4.5% | -2.3% | +1.1% |
| 30D | -2.0% | -4.4% | +2.4% | -1.5% |
| 3M | -13.7% | -30.5% | +16.8% | -9.3% |
| 6M | +52.4% | +300.9% | -248.5% | +14.0% |
| YTD | +72.8% | +219.9% | -147.1% | +31.0% |
| 1Y | +113.9% | +374.7% | -260.8% | +61.1% |
| All | +113.9% | +384.9% | -271.0% | +61.1% |
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