+19.9%
MDT vs AMDL
+108.7%
-88.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.5% | +6.2% |
| 7D | +10.7% | -30.7% | +41.5% | +9.3% |
| 30D | +19.3% | -43.8% | +63.1% | +17.3% |
| 3M | +22.8% | -24.5% | +47.3% | +22.3% |
| 6M | +36.4% | +44.7% | -8.3% | +36.7% |
| YTD | +12.1% | +204.0% | -191.9% | +13.0% |
| 1Y | +19.9% | +109.1% | -89.1% | +20.4% |
| All | +19.9% | +108.7% | -88.7% | +20.4% |
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