-49.1%
MSTR vs AMDL
+175.5%
-224.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +11.9% | -18.4% | -8.5% |
| 7D | -11.5% | +103.5% | -115.1% | -23.4% |
| 30D | -24.8% | -18.3% | -6.5% | -24.3% |
| 3M | +20.6% | +20.1% | +0.6% | +12.2% |
| 6M | -38.0% | +15.9% | -53.9% | -46.0% |
| YTD | -24.7% | +303.0% | -327.7% | -60.6% |
| 1Y | -49.1% | +164.0% | -213.0% | -69.8% |
| All | -49.1% | +175.5% | -224.5% | -69.8% |
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