+14.4%
MAGS vs AMDL
+505.2%
-490.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | -1.3% |
| 7D | +1.2% | +19.9% | -18.7% | 0.0% |
| 30D | -0.1% | +6.3% | -6.4% | -0.7% |
| 3M | +3.8% | -9.9% | +13.7% | +2.6% |
| 6M | +13.2% | +394.3% | -381.1% | -3.2% |
| YTD | +4.7% | +257.3% | -252.6% | -9.6% |
| 1Y | +14.4% | +508.5% | -494.2% | -2.2% |
| All | +14.4% | +505.2% | -490.8% | -2.2% |
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