-60.5%
SPCH vs AMDL
-34.2%
-26.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +26.8% | -14.8% | +2.0% |
| 7D | +6.2% | +10.3% | -4.1% | +0.2% |
| 30D | -28.1% | -38.3% | +10.2% | -19.9% |
| 3M | -0.5% | -8.7% | +8.2% | -1.7% |
| All | -60.5% | -34.2% | -26.3% | -59.3% |
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 · Available span rolling