+73.9%
SPG vs AMDL
+92.1%
-18.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.0% | +0.6% |
| 7D | +5.6% | +5.4% | +0.2% | +5.2% |
| 30D | +17.6% | -36.6% | +54.2% | +18.1% |
| 3M | +7.5% | -1.0% | +8.4% | +6.7% |
| 6M | +18.5% | -12.1% | +30.6% | +16.6% |
| YTD | +30.9% | +215.1% | -184.2% | +20.6% |
| 1Y | +34.1% | +130.4% | -96.3% | +25.1% |
| All | +73.9% | +92.1% | -18.2% | +42.7% |
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