+7.2%
STM vs AMDL
+145.7%
-138.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.9% | -11.4% | -2.3% |
| 7D | +16.3% | +103.5% | -87.2% | -2.8% |
| 30D | -6.3% | -18.3% | +12.0% | -5.5% |
| 3M | -14.1% | +20.1% | -34.2% | -21.8% |
| 6M | -19.6% | +15.9% | -35.5% | -28.1% |
| YTD | +80.1% | +303.0% | -222.9% | +16.1% |
| 1Y | +95.4% | +164.0% | -68.6% | +36.7% |
| All | +7.2% | +145.7% | -138.5% | -44.1% |
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