-22.2%
AMDL vs MDY
-2.4%
-19.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +0.6% | +21.6% | +18.0% |
| 7D | -26.2% | -1.7% | -24.6% | -11.1% |
| 30D | -57.1% | -0.9% | -56.2% | -49.3% |
| 3M | -29.8% | -5.7% | -24.1% | +15.2% |
| 6M | -22.2% | -2.9% | -19.3% | +20.8% |
| All | -22.2% | -2.4% | -19.8% | +20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling