+138.5%
SPOT vs AMDL
+92.1%
+46.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.1% | -0.6% |
| 7D | +1.0% | +5.4% | -4.4% | +0.4% |
| 30D | +14.6% | -36.6% | +51.2% | +15.7% |
| 3M | +18.4% | -1.0% | +19.4% | +16.1% |
| 6M | +45.1% | -12.1% | +57.2% | +39.2% |
| YTD | +4.4% | +215.1% | -210.7% | -13.6% |
| 1Y | -2.7% | +130.4% | -133.1% | -17.5% |
| All | +138.5% | +92.1% | +46.4% | +75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling