+104.2%
SU vs AMDL
+115.6%
-11.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.5% | +0.1% |
| 7D | +1.7% | +20.7% | -19.0% | +1.0% |
| 30D | +9.6% | +9.4% | +0.2% | +9.2% |
| 3M | +11.7% | +5.6% | +6.1% | +10.2% |
| 6M | +21.9% | +340.3% | -318.4% | +9.3% |
| YTD | +58.6% | +253.6% | -195.0% | +42.6% |
| 1Y | +66.5% | +443.4% | -376.9% | +41.7% |
| All | +104.2% | +115.6% | -11.3% | +61.7% |
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