+43.1%
MOD vs AMDL
+384.9%
-341.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.2% | -4.9% | +2.2% |
| 7D | +9.6% | +4.5% | +5.0% | +8.4% |
| 30D | 0.0% | -4.4% | +4.4% | +0.7% |
| 3M | -35.4% | -30.5% | -4.9% | -32.4% |
| 6M | -7.3% | +300.9% | -308.2% | -31.8% |
| YTD | +45.8% | +219.9% | -174.1% | +7.4% |
| 1Y | +43.1% | +374.7% | -331.6% | +0.5% |
| All | +43.1% | +384.9% | -341.7% | +0.5% |
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