+2.9%
SPGI vs AMDL
+108.7%
-105.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.4% |
| 7D | +7.2% | -30.7% | +37.9% | +5.9% |
| 30D | +23.2% | -43.8% | +67.0% | +21.2% |
| 3M | +17.0% | -24.5% | +41.5% | +16.8% |
| 6M | +20.4% | +44.7% | -24.3% | +20.2% |
| YTD | -1.9% | +204.0% | -205.9% | -1.7% |
| 1Y | +2.9% | +109.1% | -106.2% | +2.6% |
| All | +2.9% | +108.7% | -105.8% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling