+145.2%
SOXX vs AMDL
+117.8%
+27.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.7% | -10.0% | -1.5% |
| 7D | +5.6% | +19.9% | -14.3% | +0.4% |
| 30D | -2.7% | +6.3% | -9.0% | -5.0% |
| 3M | -7.5% | -9.9% | +2.4% | -8.4% |
| 6M | +63.5% | +394.3% | -330.8% | +0.6% |
| YTD | +75.7% | +257.3% | -181.6% | +12.5% |
| 1Y | +113.3% | +508.5% | -395.2% | +10.0% |
| All | +145.2% | +117.8% | +27.4% | +35.1% |
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 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