+374.7%
AMDL vs DGX
+33.7%
+341.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +8.0% |
| 7D | +4.5% | -2.3% | +6.9% | +1.5% |
| 30D | -4.4% | +0.6% | -5.0% | -3.4% |
| 3M | -30.5% | +21.4% | -51.9% | -8.8% |
| 6M | +300.9% | +14.7% | +286.2% | +399.2% |
| YTD | +219.9% | +38.4% | +181.5% | +402.4% |
| 1Y | +374.7% | +34.0% | +340.7% | +651.8% |
| All | +374.7% | +33.7% | +341.1% | +651.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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