+518.4%
STX vs AMDL
+92.1%
+426.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.5% |
| 7D | -17.3% | +5.4% | -22.7% | -19.5% |
| 30D | -35.9% | -36.6% | +0.7% | -31.1% |
| 3M | -37.3% | -1.0% | -36.4% | -39.2% |
| 6M | -35.8% | -12.1% | -23.7% | -37.6% |
| YTD | +82.7% | +215.1% | -132.4% | +36.3% |
| 1Y | +71.6% | +130.4% | -58.7% | +33.1% |
| All | +518.4% | +92.1% | +426.3% | +293.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling