+1.8%
SPGI vs AMDL
+62.4%
-60.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +22.3% | -23.3% | -0.2% |
| 7D | +0.3% | -26.2% | +26.5% | -0.4% |
| 30D | +18.4% | -57.1% | +75.5% | +15.6% |
| 3M | +15.7% | -29.8% | +45.5% | +15.4% |
| 6M | +17.3% | -22.2% | +39.5% | +16.8% |
| YTD | -4.7% | +142.1% | -146.8% | -4.2% |
| 1Y | +1.8% | +85.8% | -84.0% | +1.6% |
| All | +1.8% | +62.4% | -60.6% | +1.6% |
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