+688.3%
MU vs AMDL
+87.1%
+601.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +26.8% | -20.5% | -2.5% |
| 7D | -12.0% | +10.3% | -22.3% | -17.0% |
| 30D | -28.7% | -38.3% | +9.5% | -20.2% |
| 3M | -16.4% | -8.7% | -7.7% | -19.2% |
| 6M | -1.8% | -14.4% | +12.6% | -4.8% |
| YTD | +157.1% | +206.9% | -49.9% | +59.9% |
| 1Y | +208.5% | +144.4% | +64.1% | +103.0% |
| All | +688.3% | +87.1% | +601.2% | +320.1% |
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