-22.9%
SPOT vs AMDL
+384.9%
-407.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +9.2% | -12.4% | -3.2% |
| 7D | -0.9% | +4.5% | -5.5% | -0.9% |
| 30D | +12.5% | -4.4% | +16.9% | +12.5% |
| 3M | +9.9% | -30.5% | +40.4% | +9.9% |
| 6M | +1.6% | +300.9% | -299.3% | -5.7% |
| YTD | -6.6% | +219.9% | -226.5% | -12.4% |
| 1Y | -22.9% | +374.7% | -397.6% | -27.7% |
| All | -22.9% | +384.9% | -407.8% | -27.7% |
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