+52.5%
DAL vs AMDL
+62.4%
-10.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +22.3% | -20.1% | +0.2% |
| 7D | +8.8% | -26.2% | +35.0% | +10.6% |
| 30D | +5.4% | -57.1% | +62.5% | +11.8% |
| 3M | -4.9% | -29.8% | +24.9% | -3.9% |
| 6M | +19.8% | -22.2% | +42.1% | +15.7% |
| YTD | +27.0% | +142.1% | -115.1% | +5.0% |
| 1Y | +52.5% | +85.8% | -33.4% | +29.8% |
| All | +52.5% | +62.4% | -10.0% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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