+74.1%
SPG vs AMDL
+119.6%
-45.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.3% | -14.2% | -0.1% |
| 7D | +2.7% | +18.5% | -15.8% | +2.2% |
| 30D | +16.6% | -24.2% | +40.8% | +16.6% |
| 3M | +8.1% | +11.5% | -3.4% | +7.1% |
| 6M | +19.3% | -1.0% | +20.3% | +17.2% |
| YTD | +31.1% | +260.3% | -229.2% | +20.5% |
| 1Y | +32.8% | +178.2% | -145.4% | +23.2% |
| All | +74.1% | +119.6% | -45.5% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling