+29.6%
MSFT vs AMDL
+47.6%
-18.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +22.3% | -23.3% | -2.5% |
| 7D | +1.7% | -26.2% | +27.9% | +3.1% |
| 30D | +0.2% | -57.1% | +57.2% | +4.8% |
| 3M | +6.4% | -29.8% | +36.2% | +7.1% |
| 6M | +28.7% | -22.2% | +50.9% | +24.9% |
| YTD | +10.4% | +142.1% | -131.7% | -5.6% |
| 1Y | +7.6% | +85.8% | -78.2% | -6.3% |
| All | +29.6% | +47.6% | -18.0% | -1.1% |
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