+131.0%
AMDL vs MDY
+30.6%
+100.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.1% | +7.1% | +9.6% |
| 7D | +29.0% | -0.8% | +29.7% | +31.6% |
| 30D | +19.1% | -3.9% | +22.9% | +36.0% |
| 3M | +1.8% | 0.0% | +1.8% | +8.5% |
| 6M | +374.4% | +8.5% | +365.8% | +321.2% |
| YTD | +278.9% | +13.2% | +265.7% | +200.2% |
| 1Y | +510.6% | +15.0% | +495.5% | +370.8% |
| All | +131.0% | +30.6% | +100.4% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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