-14.2%
MSTR vs AMDL
+47.6%
-61.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +22.3% | -22.6% | -5.8% |
| 7D | -1.2% | -26.2% | +25.0% | +3.8% |
| 30D | -15.9% | -57.1% | +41.1% | -0.1% |
| 3M | +33.1% | -29.8% | +63.0% | +37.5% |
| 6M | -31.0% | -22.2% | -8.8% | -37.0% |
| YTD | -15.1% | +142.1% | -157.3% | -50.5% |
| 1Y | -45.6% | +85.8% | -131.5% | -66.3% |
| All | -14.2% | +47.6% | -61.8% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling