+475.1%
MULL vs AMDL
+108.7%
+366.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.7% | -15.4% | -15.0% |
| 7D | -35.9% | -30.7% | -5.2% | -17.3% |
| 30D | -47.3% | -43.8% | -3.6% | -21.4% |
| 3M | -30.6% | -24.5% | -6.1% | -21.2% |
| 6M | +13.7% | +44.7% | -31.0% | +1.9% |
| YTD | +272.1% | +204.0% | +68.1% | +87.0% |
| 1Y | +475.1% | +109.1% | +366.0% | +283.1% |
| All | +475.1% | +108.7% | +366.4% | +283.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling