-30.7%
DECK vs AMDL
+384.9%
-415.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.2% | -7.6% | +1.5% |
| 7D | -2.2% | +4.5% | -6.8% | -2.3% |
| 30D | -13.6% | -4.4% | -9.2% | -13.6% |
| 3M | -21.2% | -30.5% | +9.2% | -21.2% |
| 6M | -21.1% | +300.9% | -322.0% | -23.1% |
| YTD | -17.2% | +219.9% | -237.2% | -20.3% |
| 1Y | -30.7% | +374.7% | -405.5% | -34.0% |
| All | -30.7% | +384.9% | -415.6% | -34.0% |
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