+119.6%
AMDL vs DTE
+40.1%
+79.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +0.5% | +13.8% | +14.4% |
| 7D | +18.5% | +1.6% | +16.9% | +18.2% |
| 30D | -24.2% | +9.1% | -33.3% | -22.7% |
| 3M | +11.5% | +2.4% | +9.1% | +12.3% |
| 6M | -1.0% | -0.2% | -0.8% | -1.4% |
| YTD | +260.3% | +11.0% | +249.2% | +257.7% |
| 1Y | +178.2% | +3.4% | +174.8% | +176.6% |
| All | +119.6% | +40.1% | +79.5% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling