+69.4%
SPG vs AMDL
+47.6%
+21.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +22.3% | -21.5% | +0.4% |
| 7D | +4.9% | -26.2% | +31.1% | +5.2% |
| 30D | +15.6% | -57.1% | +72.7% | +17.0% |
| 3M | +4.1% | -29.8% | +33.9% | +4.0% |
| 6M | +13.6% | -22.2% | +35.8% | +11.7% |
| YTD | +27.5% | +142.1% | -114.6% | +18.1% |
| 1Y | +32.2% | +85.8% | -53.6% | +23.6% |
| All | +69.4% | +47.6% | +21.8% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling