-46.5%
MSTR vs AMDL
+130.1%
-176.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -17.6% | +15.1% | +0.5% |
| 7D | -13.4% | +37.2% | -50.6% | -19.3% |
| 30D | -22.1% | -24.0% | +2.0% | -20.9% |
| 3M | +15.0% | -1.0% | +16.0% | +10.3% |
| 6M | -37.3% | -3.2% | -34.1% | -43.8% |
| YTD | -26.5% | +232.2% | -258.8% | -59.8% |
| 1Y | -46.5% | +137.7% | -184.2% | -68.1% |
| All | -46.5% | +130.1% | -176.6% | -68.1% |
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 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