+39.8%
MA vs AMDL
+92.1%
-52.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.4% |
| 7D | +1.8% | +5.4% | -3.6% | +1.7% |
| 30D | +11.8% | -36.6% | +48.5% | +12.1% |
| 3M | +17.2% | -1.0% | +18.1% | +16.7% |
| 6M | +33.4% | -12.1% | +45.5% | +31.9% |
| YTD | +16.1% | +215.1% | -199.0% | +8.9% |
| 1Y | +19.9% | +130.4% | -110.5% | +13.7% |
| All | +39.8% | +92.1% | -52.2% | +18.1% |
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