+78.1%
STM vs AMDL
+62.4%
+15.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +22.3% | -17.8% | -0.9% |
| 7D | -10.7% | -26.2% | +15.5% | -5.9% |
| 30D | -25.7% | -57.1% | +31.3% | -12.0% |
| 3M | -21.6% | -29.8% | +8.3% | -18.1% |
| 6M | -27.8% | -22.2% | -5.6% | -26.4% |
| YTD | +61.8% | +142.1% | -80.4% | +33.8% |
| 1Y | +78.1% | +85.8% | -7.7% | +51.4% |
| All | +78.1% | +62.4% | +15.7% | +51.4% |
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