+27.8%
MSFT vs AMDL
+145.7%
-117.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.9% | -11.5% | -0.4% |
| 7D | -2.4% | +103.5% | -106.0% | -7.5% |
| 30D | -3.8% | -18.3% | +14.6% | -3.9% |
| 3M | +6.4% | +20.1% | -13.6% | +3.0% |
| 6M | +28.8% | +15.9% | +12.9% | +21.7% |
| YTD | +8.8% | +303.0% | -294.2% | -10.4% |
| 1Y | +3.2% | +164.0% | -160.8% | -12.0% |
| All | +27.8% | +145.7% | -117.9% | -6.2% |
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