+13.4%
SPGI vs AMDL
+95.0%
-81.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.2% | -10.8% | -1.7% |
| 7D | +0.1% | +4.5% | -4.4% | +0.1% |
| 30D | +8.4% | -4.4% | +12.8% | +8.4% |
| 3M | +11.8% | -30.5% | +42.3% | +11.8% |
| 6M | +5.7% | +300.9% | -295.2% | -2.5% |
| YTD | -9.7% | +219.9% | -229.6% | -16.5% |
| 1Y | -12.5% | +374.7% | -387.2% | -22.5% |
| All | +13.4% | +95.0% | -81.6% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling