+443.4%
AMDL vs DGX
+29.3%
+414.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.8% | -8.9% |
| 7D | +20.7% | -3.5% | +24.1% | +15.7% |
| 30D | +9.4% | -2.7% | +12.1% | +6.3% |
| 3M | +5.6% | +13.9% | -8.2% | +26.3% |
| 6M | +340.3% | +16.0% | +324.2% | +448.5% |
| YTD | +253.6% | +34.9% | +218.7% | +422.2% |
| 1Y | +443.4% | +30.6% | +412.8% | +710.5% |
| All | +443.4% | +29.3% | +414.1% | +710.5% |
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