+45.3%
MO vs AMDL
+108.7%
-63.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.5% |
| 7D | +6.9% | -30.7% | +37.6% | +4.5% |
| 30D | +14.9% | -43.8% | +58.7% | +11.3% |
| 3M | +16.4% | -24.5% | +40.9% | +15.7% |
| 6M | +9.6% | +44.7% | -35.1% | +13.6% |
| YTD | +41.8% | +204.0% | -162.1% | +50.3% |
| 1Y | +45.3% | +109.1% | -63.7% | +52.5% |
| All | +45.3% | +108.7% | -63.3% | +52.5% |
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 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