-5.0%
MSTR vs AMDL
+95.0%
-100.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.2% | -10.6% | -3.7% |
| 7D | +12.2% | +4.5% | +7.6% | +10.8% |
| 30D | +45.2% | -4.4% | +49.6% | +45.2% |
| 3M | +10.4% | -30.5% | +40.9% | +12.1% |
| 6M | -2.5% | +300.9% | -303.4% | -45.7% |
| YTD | -6.0% | +219.9% | -226.0% | -46.5% |
| 1Y | -56.4% | +374.7% | -431.1% | -80.3% |
| All | -5.0% | +95.0% | -100.0% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling