+96.5%
STM vs AMDL
+108.7%
-12.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.7% | -6.4% |
| 7D | -6.0% | -30.7% | +24.7% | +1.5% |
| 30D | -20.9% | -43.8% | +22.8% | -10.9% |
| 3M | -15.8% | -24.5% | +8.8% | -12.7% |
| 6M | -17.0% | +44.7% | -61.7% | -23.1% |
| YTD | +76.8% | +204.0% | -127.2% | +40.4% |
| 1Y | +96.5% | +109.1% | -12.6% | +62.8% |
| All | +96.5% | +108.7% | -12.2% | +62.8% |
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