+117.8%
AMDL vs DD
+48.6%
+69.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.2% | +11.9% | +12.0% |
| 7D | +19.9% | -0.6% | +20.5% | +20.9% |
| 30D | +6.3% | -7.4% | +13.7% | +18.8% |
| 3M | -9.9% | -6.4% | -3.5% | -0.3% |
| 6M | +394.3% | -2.5% | +396.8% | +434.8% |
| YTD | +257.3% | +10.2% | +247.1% | +211.2% |
| 1Y | +508.5% | +36.9% | +471.6% | +285.5% |
| All | +117.8% | +48.6% | +69.2% | +42.3% |
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