+20.8%
SPGI vs AMDL
+20.7%
+0.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -34.9% | +32.9% | -1.6% |
| 7D | +2.6% | -52.7% | +55.3% | +3.1% |
| 30D | +19.3% | -65.3% | +84.6% | +20.3% |
| 3M | +15.5% | -40.8% | +56.3% | +15.6% |
| 6M | +18.3% | -12.9% | +31.2% | +14.8% |
| YTD | -3.8% | +98.0% | -101.8% | -11.0% |
| 1Y | +1.3% | +30.1% | -28.8% | -4.6% |
| All | +20.8% | +20.7% | +0.1% | +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