-18.6%
MSTR vs AMDL
+119.6%
-138.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.3% | -13.3% | -2.4% |
| 7D | -14.2% | +18.5% | -32.7% | -20.3% |
| 30D | -19.9% | -24.2% | +4.4% | -18.0% |
| 3M | +27.3% | +11.5% | +15.8% | +16.0% |
| 6M | -37.6% | -1.0% | -36.6% | -46.3% |
| YTD | -19.5% | +260.3% | -279.7% | -57.9% |
| 1Y | -47.1% | +178.2% | -225.3% | -70.6% |
| All | -18.6% | +119.6% | -138.2% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling