+24.2%
MSCI vs AMDL
+119.6%
-95.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.3% | -13.6% | +0.4% |
| 7D | -1.9% | +18.5% | -20.4% | -2.4% |
| 30D | +16.5% | -24.2% | +40.7% | +16.7% |
| 3M | +18.2% | +11.5% | +6.7% | +17.1% |
| 6M | +14.0% | -1.0% | +15.0% | +11.6% |
| YTD | +16.6% | +260.3% | -243.7% | +5.1% |
| 1Y | +14.8% | +178.2% | -163.3% | +4.7% |
| All | +24.2% | +119.6% | -95.4% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling