-14.0%
MSTR vs AMDL
+20.7%
-34.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -34.9% | +25.6% | -0.6% |
| 7D | -8.7% | -52.7% | +44.0% | +7.5% |
| 30D | -21.4% | -65.3% | +43.9% | -0.9% |
| 3M | +31.4% | -40.8% | +72.3% | +42.5% |
| 6M | -30.8% | -12.9% | -17.9% | -40.1% |
| YTD | -14.9% | +98.0% | -112.9% | -47.5% |
| 1Y | -49.3% | +30.1% | -79.4% | -65.1% |
| All | -14.0% | +20.7% | -34.7% | -63.3% |
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