+25.0%
MET vs AMDL
-18.3%
+43.3%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +22.3% | -23.8% | -1.0% |
| 7D | -1.2% | -26.2% | +25.0% | -1.6% |
| 30D | +3.2% | -57.1% | +60.3% | +1.1% |
| 3M | -1.1% | -29.8% | +28.7% | -0.9% |
| 6M | +25.0% | -22.2% | +47.3% | +27.0% |
| All | +25.0% | -18.3% | +43.3% | +27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling