+107.5%
SOXX vs AMDL
+476.7%
-369.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | +0.7% |
| 7D | +1.4% | +15.9% | -14.5% | -2.4% |
| 30D | -3.6% | +10.5% | -14.1% | -6.6% |
| 3M | -10.2% | -4.7% | -5.4% | -11.7% |
| 6M | +54.2% | +355.2% | -300.9% | +10.5% |
| YTD | +75.2% | +270.9% | -195.7% | +26.6% |
| 1Y | +107.5% | +499.5% | -392.0% | +46.0% |
| All | +107.5% | +476.7% | -369.2% | +46.0% |
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