+47.6%
AMDL vs DD
+65.8%
-18.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +1.1% | +21.2% | +20.7% |
| 7D | -26.2% | +4.6% | -30.8% | -29.1% |
| 30D | -57.1% | +11.8% | -68.9% | -62.4% |
| 3M | -29.8% | +2.2% | -32.0% | -29.9% |
| 6M | -22.2% | -1.6% | -20.6% | -16.4% |
| YTD | +142.1% | +23.0% | +119.1% | +85.6% |
| 1Y | +85.8% | +26.9% | +58.9% | +37.3% |
| All | +47.6% | +65.8% | -18.2% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling