+18.5%
SW vs AMDL
+95.0%
-76.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | +0.6% |
| 7D | -5.1% | +4.5% | -9.6% | -5.4% |
| 30D | -4.6% | -4.4% | -0.2% | -4.5% |
| 3M | +9.4% | -30.5% | +39.9% | +10.0% |
| 6M | +3.5% | +300.9% | -297.4% | -9.8% |
| YTD | +22.0% | +219.9% | -197.9% | +6.1% |
| 1Y | +2.2% | +374.7% | -372.5% | -17.1% |
| All | +18.5% | +95.0% | -76.5% | -12.5% |
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 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