+605.7%
MU vs AMDL
+20.7%
+585.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -34.9% | +17.4% | -5.9% |
| 7D | -29.7% | -52.7% | +23.0% | -12.1% |
| 30D | -37.2% | -65.3% | +28.1% | -13.9% |
| 3M | -26.5% | -40.8% | +14.3% | -16.9% |
| 6M | +2.6% | -12.9% | +15.4% | +1.3% |
| YTD | +130.1% | +98.0% | +32.1% | +67.8% |
| 1Y | +176.7% | +30.1% | +146.6% | +124.1% |
| All | +605.7% | +20.7% | +585.0% | +340.9% |
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 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