-30.7%
MUZ vs AMDL
-52.6%
+21.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -34.9% | +68.8% | +2.4% |
| 7D | +79.0% | -52.7% | +131.7% | +7.3% |
| 30D | +104.4% | -65.3% | +169.7% | -1.3% |
| 3M | +27.0% | -40.8% | +67.8% | +14.1% |
| All | -30.7% | -52.6% | +21.9% | -0.5% |
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 · Available span rolling