+16.8%
SW vs AMDL
+85.3%
-68.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +4.0% |
| 7D | +12.1% | -30.7% | +42.8% | +14.4% |
| 30D | +6.6% | -43.8% | +50.3% | +10.1% |
| 3M | -6.0% | -24.5% | +18.5% | -5.6% |
| 6M | +21.5% | +44.7% | -23.2% | +13.6% |
| YTD | +20.3% | +204.0% | -183.7% | +3.7% |
| 1Y | +28.1% | +109.1% | -80.9% | +13.4% |
| All | +16.8% | +85.3% | -68.5% | -14.5% |
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