+53.7%
SPYM vs AMDL
+117.8%
-64.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.2% | -1.5% |
| 7D | +0.6% | +19.9% | -19.4% | -0.9% |
| 30D | -0.9% | +6.3% | -7.2% | -1.7% |
| 3M | +3.9% | -9.9% | +13.8% | +2.6% |
| 6M | +14.5% | +394.3% | -379.8% | -4.7% |
| YTD | +13.0% | +257.3% | -244.3% | -4.8% |
| 1Y | +19.4% | +508.5% | -489.1% | -7.4% |
| All | +53.7% | +117.8% | -64.1% | +15.5% |
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