+51.8%
MET vs AMDL
+145.7%
-93.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.9% | -12.9% | -1.5% |
| 7D | +2.1% | +103.5% | -101.4% | -0.9% |
| 30D | +1.8% | -18.3% | +20.1% | +1.7% |
| 3M | +6.0% | +20.1% | -14.0% | +3.8% |
| 6M | +31.1% | +15.9% | +15.2% | +25.9% |
| YTD | +32.6% | +303.0% | -270.5% | +14.2% |
| 1Y | +30.5% | +164.0% | -133.5% | +15.6% |
| All | +51.8% | +145.7% | -93.8% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling