+74.3%
MAR vs AMDL
+102.5%
-28.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.6% | +17.2% | +0.5% |
| 7D | +1.6% | +37.2% | -35.6% | -0.3% |
| 30D | +13.8% | -24.0% | +37.8% | +14.1% |
| 3M | +20.3% | -1.0% | +21.3% | +18.1% |
| 6M | +21.3% | -3.2% | +24.5% | +16.3% |
| YTD | +37.2% | +232.2% | -195.0% | +16.0% |
| 1Y | +48.4% | +137.7% | -89.3% | +28.8% |
| All | +74.3% | +102.5% | -28.2% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling