+103.9%
SU vs AMDL
+126.1%
-22.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.3% |
| 7D | +2.2% | +15.9% | -13.7% | +1.7% |
| 30D | +8.4% | +10.5% | -2.0% | +7.9% |
| 3M | +12.1% | -4.7% | +16.8% | +11.2% |
| 6M | +19.7% | +355.2% | -335.5% | +7.2% |
| YTD | +58.4% | +270.9% | -212.5% | +42.2% |
| 1Y | +67.2% | +499.5% | -432.2% | +41.4% |
| All | +103.9% | +126.1% | -22.1% | +61.2% |
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 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