-19.4%
MSTR vs AMDL
+92.1%
-111.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.3% | -4.2% |
| 7D | -10.7% | +5.4% | -16.1% | -14.6% |
| 30D | -21.6% | -36.6% | +15.1% | -16.0% |
| 3M | +24.4% | -1.0% | +25.4% | +16.8% |
| 6M | -35.5% | -12.1% | -23.4% | -42.8% |
| YTD | -20.3% | +215.1% | -235.4% | -56.9% |
| 1Y | -49.3% | +130.4% | -179.7% | -70.3% |
| All | -19.4% | +92.1% | -111.5% | -69.9% |
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