+63.4%
DASH vs AMDL
+95.0%
-31.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +9.2% | -13.8% | -5.5% |
| 7D | -10.6% | +4.5% | -15.1% | -11.0% |
| 30D | +2.2% | -4.4% | +6.6% | +2.2% |
| 3M | +32.3% | -30.5% | +62.8% | +32.6% |
| 6M | +19.1% | +300.9% | -281.8% | -8.4% |
| YTD | -6.5% | +219.9% | -226.4% | -27.6% |
| 1Y | -14.9% | +374.7% | -389.6% | -40.0% |
| All | +63.4% | +95.0% | -31.6% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling