+39.2%
MA vs AMDL
+20.7%
+18.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -34.9% | +32.4% | -2.2% |
| 7D | +3.2% | -52.7% | +55.9% | +3.7% |
| 30D | +15.9% | -65.3% | +81.3% | +16.8% |
| 3M | +15.2% | -40.8% | +56.0% | +15.2% |
| 6M | +32.4% | -12.9% | +45.3% | +29.5% |
| YTD | +15.6% | +98.0% | -82.4% | +8.8% |
| 1Y | +19.3% | +30.1% | -10.8% | +14.1% |
| All | +39.2% | +20.7% | +18.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling