-8.3%
DG vs AMDL
+145.7%
-153.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.9% | -13.9% | -1.9% |
| 7D | -2.5% | +103.5% | -106.0% | -1.5% |
| 30D | +7.7% | -18.3% | +26.0% | +7.8% |
| 3M | +13.1% | +20.1% | -6.9% | +13.6% |
| 6M | +32.0% | +15.9% | +16.1% | +32.4% |
| YTD | +3.3% | +303.0% | -299.7% | +3.0% |
| 1Y | +31.7% | +164.0% | -132.3% | +31.3% |
| All | -8.3% | +145.7% | -153.9% | +0.6% |
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