-27.9%
MARA vs AMDL
+418.8%
-446.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.7% | +2.6% | -2.1% |
| 7D | -1.5% | +20.7% | -22.2% | -7.2% |
| 30D | +18.1% | +9.4% | +8.6% | +13.8% |
| 3M | -9.4% | +5.6% | -15.1% | -15.5% |
| 6M | +33.4% | +340.3% | -306.9% | -24.6% |
| YTD | +27.3% | +253.6% | -226.4% | -26.0% |
| 1Y | -27.9% | +443.4% | -471.3% | -59.7% |
| All | -27.9% | +418.8% | -446.7% | -59.7% |
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