+34.7%
MAS vs AMDL
+44.1%
-9.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -34.9% | +31.4% | -2.4% |
| 7D | +4.6% | -52.7% | +57.3% | +6.4% |
| 30D | +19.9% | -65.3% | +85.2% | +23.3% |
| 3M | +8.9% | -40.8% | +49.7% | +9.3% |
| 6M | +20.2% | -12.9% | +33.0% | +17.2% |
| YTD | +33.9% | +98.0% | -64.1% | +26.5% |
| 1Y | +34.7% | +30.1% | +4.5% | +28.3% |
| All | +34.7% | +44.1% | -9.4% | +28.3% |
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