-7.8%
STM vs AMDL
+20.7%
-28.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -34.9% | +22.5% | -4.2% |
| 7D | -20.1% | -52.7% | +32.6% | -6.7% |
| 30D | -32.0% | -65.3% | +33.3% | -15.2% |
| 3M | -24.2% | -40.8% | +16.7% | -17.5% |
| 6M | -29.9% | -12.9% | -17.1% | -32.1% |
| YTD | +54.9% | +98.0% | -43.1% | +19.5% |
| 1Y | +68.0% | +30.1% | +37.8% | +39.5% |
| All | -7.8% | +20.7% | -28.5% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling