+86.2%
SU vs AMDL
+108.7%
-22.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.5% |
| 7D | -7.1% | -30.7% | +23.6% | -7.6% |
| 30D | +4.8% | -43.8% | +48.5% | +3.9% |
| 3M | +12.5% | -24.5% | +37.0% | +12.2% |
| 6M | +6.5% | +44.7% | -38.2% | +7.4% |
| YTD | +65.8% | +204.0% | -138.2% | +62.0% |
| 1Y | +86.2% | +109.1% | -22.9% | +83.3% |
| All | +86.2% | +108.7% | -22.5% | +83.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling