+8.3%
SYY vs AMDL
+131.0%
-122.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.0% | -3.9% | +2.1% |
| 7D | -0.2% | +29.0% | -29.2% | -0.4% |
| 30D | -2.7% | +19.1% | -21.8% | -2.8% |
| 3M | +5.9% | +1.8% | +4.1% | +5.6% |
| 6M | -2.3% | +374.4% | -376.7% | -5.0% |
| YTD | +13.1% | +278.9% | -265.8% | +10.0% |
| 1Y | +3.8% | +510.6% | -506.8% | -0.4% |
| All | +8.3% | +131.0% | -122.6% | +4.0% |
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