+20.4%
SPGI vs AMDL
+87.1%
-66.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +26.8% | -26.1% | +0.5% |
| 7D | -0.9% | +10.3% | -11.1% | -1.0% |
| 30D | +15.5% | -38.3% | +53.8% | +15.8% |
| 3M | +15.7% | -8.7% | +24.4% | +15.3% |
| 6M | +19.1% | -14.4% | +33.4% | +17.3% |
| YTD | -4.1% | +206.9% | -211.0% | -11.6% |
| 1Y | +1.2% | +144.4% | -143.2% | -6.1% |
| All | +20.4% | +87.1% | -66.7% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling