+8.0%
MOD vs AMDL
+47.6%
-39.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +22.3% | -16.6% | -0.3% |
| 7D | -25.5% | -26.2% | +0.7% | -21.4% |
| 30D | -49.0% | -57.1% | +8.1% | -38.2% |
| 3M | -49.8% | -29.8% | -20.0% | -47.4% |
| 6M | -64.8% | -22.2% | -42.6% | -65.6% |
| YTD | -27.6% | +142.1% | -169.8% | -52.0% |
| 1Y | -35.2% | +85.8% | -121.0% | -54.6% |
| All | +8.0% | +47.6% | -39.6% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling