+23.7%
MAR vs AMDL
+505.2%
-481.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.7% | -14.0% | -2.4% |
| 7D | -1.7% | +19.9% | -21.7% | -1.9% |
| 30D | -6.9% | +6.3% | -13.2% | -7.0% |
| 3M | -15.8% | -9.9% | -5.9% | -16.1% |
| 6M | +1.9% | +394.3% | -392.4% | -1.3% |
| YTD | +6.6% | +257.3% | -250.7% | +3.2% |
| 1Y | +23.7% | +508.5% | -484.9% | +17.8% |
| All | +23.7% | +505.2% | -481.6% | +17.8% |
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 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