+5.2%
SSPC vs AMDL
-34.8%
+40.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.7% | +6.1% | +8.3% |
| 7D | +11.8% | -30.7% | +42.5% | +0.9% |
| 30D | +44.7% | -43.8% | +88.5% | +27.0% |
| 3M | -40.7% | -24.5% | -16.2% | -41.3% |
| All | +5.2% | -34.8% | +40.0% | +8.0% |
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 · Available span rolling