+119.6%
AMDL vs DAR
+22.7%
+96.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +5.1% | +9.3% | +11.3% |
| 7D | +18.5% | +3.6% | +14.9% | +17.6% |
| 30D | -24.2% | -11.3% | -13.0% | -18.0% |
| 3M | +11.5% | -13.1% | +24.6% | +21.2% |
| 6M | -1.0% | -15.1% | +14.1% | +9.6% |
| YTD | +260.3% | +50.5% | +209.8% | +197.3% |
| 1Y | +178.2% | +57.9% | +120.2% | +124.2% |
| All | +119.6% | +22.7% | +96.9% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling