+109.1%
AMDL vs DD
+49.3%
+59.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +4.0% |
| 7D | -30.7% | +8.7% | -39.4% | -38.3% |
| 30D | -43.8% | +15.3% | -59.1% | -53.9% |
| 3M | -24.5% | +5.9% | -30.4% | -30.8% |
| 6M | +44.7% | +11.6% | +33.1% | +32.6% |
| YTD | +204.0% | +26.5% | +177.4% | +130.0% |
| 1Y | +109.1% | +35.4% | +73.7% | +40.3% |
| All | +109.1% | +49.3% | +59.7% | +40.3% |
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