+105.3%
SU vs AMDL
+145.7%
-40.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.9% | -11.4% | +0.1% |
| 7D | +0.3% | +103.5% | -103.2% | -1.9% |
| 30D | -7.9% | -18.3% | +10.5% | -7.9% |
| 3M | +9.2% | +20.1% | -10.9% | +7.4% |
| 6M | +5.5% | +15.9% | -10.4% | +2.6% |
| YTD | +59.5% | +303.0% | -243.6% | +41.5% |
| 1Y | +59.9% | +164.0% | -104.0% | +45.4% |
| All | +105.3% | +145.7% | -40.4% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling