+41.6%
MO vs AMDL
+133.6%
-91.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.9% |
| 7D | -0.8% | +5.4% | -6.2% | +0.4% |
| 30D | +6.5% | -36.6% | +43.1% | +4.7% |
| 3M | +18.3% | -1.0% | +19.3% | +20.5% |
| 6M | +15.6% | -12.1% | +27.7% | +19.1% |
| YTD | +38.8% | +215.1% | -176.3% | +48.1% |
| 1Y | +41.6% | +130.4% | -88.8% | +50.1% |
| All | +41.6% | +133.6% | -91.9% | +50.1% |
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