+580.1%
STX vs AMDL
+119.6%
+460.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +14.3% | -4.3% | +6.8% |
| 7D | -1.0% | +18.5% | -19.5% | -6.0% |
| 30D | -26.8% | -24.2% | -2.5% | -24.2% |
| 3M | -32.7% | +11.5% | -44.2% | -36.4% |
| 6M | -33.7% | -1.0% | -32.7% | -37.3% |
| YTD | +101.0% | +260.3% | -159.3% | +45.5% |
| 1Y | +92.7% | +178.2% | -85.5% | +44.0% |
| All | +580.1% | +119.6% | +460.5% | +320.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling