+468.3%
STX vs AMDL
+47.6%
+420.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +22.3% | -23.5% | -6.0% |
| 7D | -28.5% | -26.2% | -2.3% | -24.6% |
| 30D | -42.9% | -57.1% | +14.2% | -33.1% |
| 3M | -45.9% | -29.8% | -16.1% | -43.4% |
| 6M | -41.3% | -22.2% | -19.1% | -41.0% |
| YTD | +67.9% | +142.1% | -74.2% | +33.1% |
| 1Y | +66.5% | +85.8% | -19.3% | +36.3% |
| All | +468.3% | +47.6% | +420.7% | +284.2% |
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