+237.8%
DELL vs AMDL
+87.1%
+150.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +26.8% | -21.4% | -1.3% |
| 7D | -11.8% | +10.3% | -22.1% | -15.8% |
| 30D | -40.8% | -38.3% | -2.6% | -35.2% |
| 3M | -23.6% | -8.7% | -14.9% | -24.8% |
| 6M | +33.4% | -14.4% | +47.7% | +26.7% |
| YTD | +178.0% | +206.9% | -28.9% | +83.4% |
| 1Y | +138.6% | +144.4% | -5.8% | +64.0% |
| All | +237.8% | +87.1% | +150.7% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling