+551.3%
STX vs AMDL
+102.5%
+448.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -17.6% | +14.5% | +0.8% |
| 7D | +14.6% | +37.2% | -22.6% | +6.0% |
| 30D | -26.0% | -24.0% | -1.9% | -23.7% |
| 3M | -42.6% | -1.0% | -41.6% | -44.7% |
| 6M | -35.3% | -3.2% | -32.1% | -38.6% |
| YTD | +92.5% | +232.2% | -139.8% | +41.1% |
| 1Y | +102.4% | +137.7% | -35.3% | +55.2% |
| All | +551.3% | +102.5% | +448.8% | +307.3% |
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