+102.5%
AMDL vs DGX
+114.0%
-11.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | 0.0% | -17.5% | -17.6% |
| 7D | +37.2% | +1.6% | +35.7% | +37.9% |
| 30D | -24.0% | +11.2% | -35.3% | -20.4% |
| 3M | -1.0% | +10.4% | -11.4% | +3.8% |
| 6M | -3.2% | +37.1% | -40.3% | +11.4% |
| YTD | +232.2% | +52.1% | +180.1% | +288.0% |
| 1Y | +137.7% | +40.7% | +97.0% | +176.9% |
| All | +102.5% | +114.0% | -11.5% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling