+165.5%
MS vs AMDL
+95.0%
+70.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -0.6% |
| 7D | +1.4% | +4.5% | -3.2% | +0.9% |
| 30D | -0.3% | -4.4% | +4.1% | -0.1% |
| 3M | +0.3% | -30.5% | +30.8% | +1.1% |
| 6M | +31.3% | +300.9% | -269.5% | +7.4% |
| YTD | +24.7% | +219.9% | -195.3% | +2.4% |
| 1Y | +47.9% | +374.7% | -326.8% | +12.6% |
| All | +165.5% | +95.0% | +70.4% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling