+145.7%
AMDL vs DD
+75.1%
+70.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.6% | +12.5% | +12.7% |
| 7D | +103.5% | +6.7% | +96.8% | +87.6% |
| 30D | -18.3% | +19.4% | -37.7% | -34.3% |
| 3M | +20.1% | +7.6% | +12.4% | +12.3% |
| 6M | +15.9% | +2.9% | +13.0% | +17.0% |
| YTD | +303.0% | +29.9% | +273.2% | +188.5% |
| 1Y | +164.0% | +28.6% | +135.3% | +92.6% |
| All | +145.7% | +75.1% | +70.6% | +31.9% |
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