-62.5%
SPCH vs AMDL
-28.8%
-33.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -17.6% | +15.9% | +4.4% |
| 7D | +6.5% | +37.2% | -30.7% | -7.5% |
| 30D | -21.8% | -24.0% | +2.3% | -19.6% |
| 3M | -14.9% | -1.0% | -13.9% | -19.9% |
| All | -62.5% | -28.8% | -33.7% | -63.1% |
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 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 · Available span rolling