+44.8%
MAR vs AMDL
+127.5%
-82.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +26.8% | -26.6% | 0.0% |
| 7D | +0.2% | +10.3% | -10.0% | +0.1% |
| 30D | +14.0% | -38.3% | +52.3% | +14.2% |
| 3M | +18.1% | -8.7% | +26.8% | +17.9% |
| 6M | +18.6% | -14.4% | +33.0% | +17.4% |
| YTD | +35.3% | +206.9% | -171.7% | +30.1% |
| All | +44.8% | +127.5% | -82.7% | +38.7% |
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