+18.5%
MAS vs AMDL
+20.7%
-2.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -34.9% | +31.4% | -1.8% |
| 7D | +4.6% | -52.7% | +57.3% | +7.6% |
| 30D | +19.9% | -65.3% | +85.2% | +25.0% |
| 3M | +8.9% | -40.8% | +49.7% | +9.9% |
| 6M | +20.2% | -12.9% | +33.0% | +16.3% |
| YTD | +33.9% | +98.0% | -64.1% | +21.9% |
| 1Y | +34.7% | +30.1% | +4.5% | +25.3% |
| All | +18.5% | +20.7% | -2.2% | -4.6% |
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