-0.3%
SPOT vs AMDL
+108.7%
-109.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.6% |
| 7D | +16.6% | -30.7% | +47.3% | +15.8% |
| 30D | +29.9% | -43.8% | +73.7% | +29.2% |
| 3M | +31.3% | -24.5% | +55.8% | +30.7% |
| 6M | +43.2% | +44.7% | -1.5% | +34.5% |
| YTD | +8.1% | +204.0% | -195.9% | -4.2% |
| 1Y | -0.3% | +109.1% | -109.4% | -9.9% |
| All | -0.3% | +108.7% | -109.0% | -9.9% |
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