+131.0%
AMDL vs DGX
+93.4%
+37.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | 0.0% | +6.1% | +6.0% |
| 7D | +29.0% | -2.2% | +31.2% | +27.7% |
| 30D | +19.1% | -0.9% | +20.0% | +18.8% |
| 3M | +1.8% | +15.6% | -13.8% | +9.4% |
| 6M | +374.4% | +17.8% | +356.6% | +417.3% |
| YTD | +278.9% | +37.5% | +241.4% | +322.3% |
| 1Y | +510.6% | +31.2% | +479.4% | +576.9% |
| All | +131.0% | +93.4% | +37.6% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling