+239.4%
MULL vs AMDL
+133.6%
+105.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -4.5% |
| 7D | -32.2% | +5.4% | -37.6% | -36.0% |
| 30D | -55.4% | -36.6% | -18.8% | -39.8% |
| 3M | -41.3% | -1.0% | -40.3% | -45.5% |
| 6M | -44.9% | -12.1% | -32.8% | -36.8% |
| YTD | +192.4% | +215.1% | -22.7% | +40.0% |
| 1Y | +239.4% | +130.4% | +109.1% | +109.6% |
| All | +239.4% | +133.6% | +105.9% | +109.6% |
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