-7.3%
MOD vs AMDL
+341.0%
-348.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.2% | -4.9% | +1.6% |
| 7D | +9.6% | +4.5% | +5.0% | +8.1% |
| 30D | 0.0% | -4.4% | +4.4% | +0.8% |
| 3M | -35.4% | -30.5% | -4.9% | -32.0% |
| 6M | -7.3% | +300.9% | -308.2% | -48.4% |
| All | -7.3% | +341.0% | -348.3% | -48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling