+55.5%
SPG vs AMDL
+117.8%
-62.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.7% | -10.5% | +0.9% |
| 7D | 0.0% | +19.9% | -19.9% | -0.4% |
| 30D | -4.9% | +6.3% | -11.2% | -5.1% |
| 3M | +3.3% | -9.9% | +13.2% | +2.8% |
| 6M | +11.2% | +394.3% | -383.1% | +2.6% |
| YTD | +17.1% | +257.3% | -240.2% | +8.3% |
| 1Y | +21.6% | +508.5% | -487.0% | +6.4% |
| All | +55.5% | +117.8% | -62.3% | +28.1% |
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 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