+17.4%
MGY vs AMDL
+95.0%
-77.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.2% | -10.7% | -2.0% |
| 7D | +2.1% | +4.5% | -2.4% | +1.8% |
| 30D | +13.8% | -4.4% | +18.2% | +13.9% |
| 3M | -4.3% | -30.5% | +26.2% | -4.0% |
| 6M | -5.1% | +300.9% | -305.9% | -19.5% |
| YTD | +24.8% | +219.9% | -195.1% | +6.0% |
| 1Y | +11.8% | +374.7% | -362.9% | -13.0% |
| All | +17.4% | +95.0% | -77.6% | -18.5% |
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