-3.8%
STM vs AMDL
+47.6%
-51.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +22.3% | -17.8% | -0.8% |
| 7D | -10.7% | -26.2% | +15.5% | -6.0% |
| 30D | -25.7% | -57.1% | +31.3% | -12.3% |
| 3M | -21.6% | -29.8% | +8.3% | -18.4% |
| 6M | -27.8% | -22.2% | -5.6% | -28.4% |
| YTD | +61.8% | +142.1% | -80.4% | +18.5% |
| 1Y | +78.1% | +85.8% | -7.7% | +36.0% |
| All | -3.8% | +47.6% | -51.3% | -42.9% |
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