+22.1%
MSFT vs AMDL
+95.0%
-73.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.2% | -11.2% | -2.7% |
| 7D | -2.7% | +4.5% | -7.2% | -3.0% |
| 30D | +2.7% | -4.4% | +7.1% | +2.8% |
| 3M | +17.0% | -30.5% | +47.4% | +17.1% |
| 6M | +23.8% | +300.9% | -277.1% | +5.2% |
| YTD | +4.0% | +219.9% | -216.0% | -11.5% |
| 1Y | -0.8% | +374.7% | -375.5% | -21.1% |
| All | +22.1% | +95.0% | -73.0% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling