-42.1%
DECK vs AMDL
+20.7%
-62.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -34.9% | +33.3% | +1.0% |
| 7D | +6.0% | -52.7% | +58.7% | +11.0% |
| 30D | +7.4% | -65.3% | +72.8% | +14.8% |
| 3M | -11.7% | -40.8% | +29.2% | -10.2% |
| 6M | -11.0% | -12.9% | +1.9% | -16.9% |
| YTD | -15.4% | +98.0% | -113.4% | -30.5% |
| 1Y | +7.2% | +30.1% | -22.9% | -8.1% |
| All | -42.1% | +20.7% | -62.8% | -59.3% |
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