-42.3%
MSTR vs AMDL
+108.7%
-150.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.8% |
| 7D | -1.8% | -30.7% | +28.9% | +4.5% |
| 30D | -13.3% | -43.8% | +30.5% | -4.8% |
| 3M | +46.0% | -24.5% | +70.5% | +50.4% |
| 6M | -22.4% | +44.7% | -67.1% | -36.0% |
| YTD | -6.2% | +204.0% | -210.2% | -44.5% |
| 1Y | -42.3% | +109.1% | -151.4% | -63.6% |
| All | -42.3% | +108.7% | -150.9% | -63.6% |
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