+67.2%
SPMO vs AMDL
+87.1%
-19.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +26.8% | -22.4% | +0.8% |
| 7D | -1.9% | +10.3% | -12.2% | -4.6% |
| 30D | -14.1% | -38.3% | +24.2% | -10.5% |
| 3M | -13.1% | -8.7% | -4.4% | -14.8% |
| 6M | -9.4% | -14.4% | +5.0% | -12.7% |
| YTD | +9.5% | +206.9% | -197.4% | -12.9% |
| 1Y | +10.5% | +144.4% | -133.9% | -10.4% |
| All | +67.2% | +87.1% | -19.9% | +17.3% |
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