+16.4%
MSCI vs AMDL
+130.1%
-113.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -17.6% | +18.6% | +0.7% |
| 7D | +2.7% | +37.2% | -34.5% | +3.4% |
| 30D | +17.4% | -24.0% | +41.5% | +17.2% |
| 3M | +14.8% | -1.0% | +15.8% | +15.6% |
| 6M | +16.1% | -3.2% | +19.3% | +16.3% |
| YTD | +16.0% | +232.2% | -216.2% | +14.4% |
| 1Y | +16.4% | +137.7% | -121.3% | +13.8% |
| All | +16.4% | +130.1% | -113.7% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling