-32.6%
MOD vs AMDL
+108.7%
-141.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.7% | -23.1% | -21.9% |
| 7D | -31.3% | -30.7% | -0.6% | -25.0% |
| 30D | -46.1% | -43.8% | -2.3% | -38.2% |
| 3M | -51.1% | -24.5% | -26.6% | -48.8% |
| 6M | -62.1% | +44.7% | -106.7% | -66.2% |
| YTD | -26.2% | +204.0% | -230.2% | -48.2% |
| 1Y | -32.6% | +109.1% | -141.6% | -50.7% |
| All | -32.6% | +108.7% | -141.2% | -50.7% |
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