+44.7%
AMDL vs DOC
+27.8%
+16.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | 0.0% |
| 7D | -30.7% | +8.7% | -39.5% | -34.1% |
| 30D | -43.8% | +7.6% | -51.4% | -46.8% |
| 3M | -24.5% | -5.3% | -19.2% | -20.3% |
| 6M | +44.7% | +27.6% | +17.1% | -13.3% |
| All | +44.7% | +27.8% | +16.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 6mo: compounded portfolio wealth divided by compounded DOC 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…
6mo analysis · Full analysis span regression · 6 months rolling