+2.8%
STM vs AMDL
+87.1%
-84.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +26.8% | -20.0% | +0.5% |
| 7D | -5.6% | +10.3% | -15.8% | -9.6% |
| 30D | -14.4% | -38.3% | +23.8% | -7.6% |
| 3M | -20.5% | -8.7% | -11.7% | -22.5% |
| 6M | -24.5% | -14.4% | -10.1% | -27.4% |
| YTD | +72.7% | +206.9% | -134.3% | +19.1% |
| 1Y | +91.0% | +144.4% | -53.4% | +36.2% |
| All | +2.8% | +87.1% | -84.3% | -42.7% |
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