+19.1%
MA vs AMDL
+168.6%
-149.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.3% | -14.0% | +0.7% |
| 7D | -1.8% | +18.5% | -20.3% | -0.9% |
| 30D | +11.0% | -24.2% | +35.3% | +10.6% |
| 3M | +17.9% | +11.5% | +6.4% | +19.3% |
| 6M | +33.2% | -1.0% | +34.2% | +34.8% |
| YTD | +16.5% | +260.3% | -243.8% | +21.1% |
| 1Y | +19.1% | +178.2% | -159.1% | +24.1% |
| All | +19.1% | +168.6% | -149.5% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling