+109.1%
AMDL vs DGX
+45.0%
+64.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +5.7% |
| 7D | -30.7% | +4.1% | -34.8% | -27.4% |
| 30D | -43.8% | +10.5% | -54.3% | -36.3% |
| 3M | -24.5% | +9.8% | -34.3% | -14.6% |
| 6M | +44.7% | +34.6% | +10.1% | +116.1% |
| YTD | +204.0% | +49.8% | +154.2% | +424.7% |
| 1Y | +109.1% | +46.0% | +63.0% | +251.0% |
| All | +109.1% | +45.0% | +64.1% | +251.0% |
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