-41.2%
DECK vs AMDL
+85.3%
-126.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +5.8% |
| 7D | +10.4% | -30.7% | +41.1% | +13.0% |
| 30D | +11.1% | -43.8% | +54.9% | +15.2% |
| 3M | -10.8% | -24.5% | +13.7% | -10.3% |
| 6M | -8.7% | +44.7% | -53.4% | -17.6% |
| YTD | -14.0% | +204.0% | -218.0% | -31.2% |
| 1Y | +12.0% | +109.1% | -97.0% | -7.0% |
| All | -41.2% | +85.3% | -126.5% | -59.7% |
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