+189.1%
STT vs AMDL
+95.0%
+94.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.2% | -9.0% | -0.4% |
| 7D | +0.5% | +4.5% | -4.1% | +0.2% |
| 30D | +3.9% | -4.4% | +8.3% | +4.0% |
| 3M | +20.0% | -30.5% | +50.4% | +20.4% |
| 6M | +55.3% | +300.9% | -245.6% | +35.3% |
| YTD | +53.3% | +219.9% | -166.6% | +33.8% |
| 1Y | +74.7% | +374.7% | -300.0% | +45.2% |
| All | +189.1% | +95.0% | +94.1% | +118.5% |
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