+3.1%
STM vs AMDL
+92.1%
-89.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.3% |
| 7D | -7.9% | +5.4% | -13.3% | -10.9% |
| 30D | -14.1% | -36.6% | +22.5% | -7.9% |
| 3M | -17.6% | -1.0% | -16.6% | -21.3% |
| 6M | -24.2% | -12.1% | -12.1% | -27.5% |
| YTD | +73.3% | +215.1% | -141.8% | +18.8% |
| 1Y | +90.1% | +130.4% | -40.3% | +37.4% |
| All | +3.1% | +92.1% | -89.0% | -42.8% |
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 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