+38.5%
MA vs AMDL
+145.7%
-107.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.9% | -13.1% | -1.3% |
| 7D | -0.5% | +103.5% | -104.0% | -1.1% |
| 30D | +7.9% | -18.3% | +26.2% | +7.9% |
| 3M | +16.8% | +20.1% | -3.3% | +16.2% |
| 6M | +31.0% | +15.9% | +15.1% | +29.2% |
| YTD | +15.0% | +303.0% | -288.0% | +7.7% |
| 1Y | +17.0% | +164.0% | -147.0% | +11.4% |
| All | +38.5% | +145.7% | -107.2% | +16.8% |
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