+22.7%
MAS vs AMDL
+85.3%
-62.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +5.6% |
| 7D | +14.2% | -30.7% | +44.9% | +15.8% |
| 30D | +26.8% | -43.8% | +70.6% | +29.7% |
| 3M | +13.1% | -24.5% | +37.6% | +13.4% |
| 6M | +27.9% | +44.7% | -16.8% | +21.3% |
| YTD | +38.7% | +204.0% | -165.3% | +24.2% |
| 1Y | +40.4% | +109.1% | -68.7% | +28.1% |
| All | +22.7% | +85.3% | -62.6% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling