+92.1%
AMDL vs DD
+77.6%
+14.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.5% | +1.0% |
| 7D | +5.4% | +2.2% | +3.2% | +5.9% |
| 30D | -36.6% | +20.7% | -57.3% | -49.6% |
| 3M | -1.0% | +11.3% | -12.3% | -11.5% |
| 6M | -12.1% | +6.0% | -18.1% | -14.6% |
| YTD | +215.1% | +31.7% | +183.4% | +121.6% |
| 1Y | +130.4% | +32.2% | +98.1% | +62.3% |
| All | +92.1% | +77.6% | +14.5% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling