+139.7%
SPOT vs AMDL
+87.1%
+52.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +26.8% | -25.8% | 0.0% |
| 7D | +2.5% | +10.3% | -7.7% | +1.7% |
| 30D | +15.1% | -38.3% | +53.4% | +16.4% |
| 3M | +24.8% | -8.7% | +33.5% | +22.8% |
| 6M | +45.8% | -14.4% | +60.1% | +40.0% |
| YTD | +4.9% | +206.9% | -202.1% | -13.1% |
| 1Y | -1.3% | +144.4% | -145.7% | -16.9% |
| All | +139.7% | +87.1% | +52.6% | +76.4% |
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 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