+102.5%
AMDL vs MDY
+29.6%
+73.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -0.1% | -17.4% | -17.1% |
| 7D | +37.2% | +2.3% | +34.9% | +28.8% |
| 30D | -24.0% | +2.0% | -26.0% | -23.0% |
| 3M | -1.0% | -5.6% | +4.6% | +31.4% |
| 6M | -3.2% | +1.3% | -4.5% | +11.7% |
| YTD | +232.2% | +12.3% | +219.9% | +195.4% |
| 1Y | +137.7% | +15.8% | +122.0% | +93.5% |
| All | +102.5% | +29.6% | +73.0% | +31.4% |
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