+2.1%
MOD vs AMDL
+20.7%
-18.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -34.9% | +27.6% | +2.1% |
| 7D | -34.2% | -52.7% | +18.6% | -21.6% |
| 30D | -51.9% | -65.3% | +13.4% | -38.0% |
| 3M | -53.0% | -40.8% | -12.2% | -48.3% |
| 6M | -66.4% | -12.9% | -53.5% | -68.4% |
| YTD | -31.5% | +98.0% | -129.6% | -51.9% |
| 1Y | -39.6% | +30.1% | -69.7% | -53.2% |
| All | +2.1% | +20.7% | -18.6% | -45.0% |
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