+2.2%
SPGI vs AMDL
+133.6%
-131.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.6% |
| 7D | +1.6% | +5.4% | -3.8% | +2.2% |
| 30D | +16.1% | -36.6% | +52.7% | +14.9% |
| 3M | +15.5% | -1.0% | +16.4% | +16.5% |
| 6M | +19.6% | -12.1% | +31.7% | +20.2% |
| YTD | -3.6% | +215.1% | -218.7% | -2.5% |
| 1Y | +2.2% | +130.4% | -128.1% | +2.6% |
| All | +2.2% | +133.6% | -131.3% | +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