+140.2%
SOXX vs AMDL
+115.6%
+24.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.7% | +3.9% | -1.0% |
| 7D | +3.0% | +20.7% | -17.7% | -2.3% |
| 30D | -3.1% | +9.4% | -12.6% | -6.2% |
| 3M | -4.4% | +5.6% | -10.0% | -9.1% |
| 6M | +52.9% | +340.3% | -287.4% | -3.1% |
| YTD | +72.0% | +253.6% | -181.6% | +10.4% |
| 1Y | +105.1% | +443.4% | -338.3% | +9.4% |
| All | +140.2% | +115.6% | +24.6% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling