+71.5%
MAR vs AMDL
+47.6%
+24.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +22.3% | -22.5% | -1.3% |
| 7D | +4.3% | -26.2% | +30.5% | +5.3% |
| 30D | +16.8% | -57.1% | +73.9% | +20.9% |
| 3M | +16.0% | -29.8% | +45.9% | +16.3% |
| 6M | +16.5% | -22.2% | +38.7% | +12.8% |
| YTD | +35.0% | +142.1% | -107.1% | +16.4% |
| 1Y | +49.4% | +85.8% | -36.5% | +30.9% |
| All | +71.5% | +47.6% | +24.0% | +33.2% |
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 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