+374.7%
AMDL vs DD
+41.5%
+333.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.4% | +8.8% | +8.8% |
| 7D | +4.5% | -3.5% | +8.1% | +9.1% |
| 30D | -4.4% | -10.3% | +5.9% | +9.1% |
| 3M | -30.5% | -7.5% | -22.9% | -22.7% |
| 6M | +300.9% | -8.0% | +308.9% | +355.4% |
| YTD | +219.9% | +10.5% | +209.5% | +217.9% |
| 1Y | +374.7% | +38.3% | +336.4% | +330.8% |
| All | +374.7% | +41.5% | +333.2% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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