-8.8%
DG vs AMDL
+47.6%
-56.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +22.3% | -25.4% | -2.8% |
| 7D | +1.1% | -26.2% | +27.3% | +0.9% |
| 30D | +9.5% | -57.1% | +66.6% | +8.9% |
| 3M | +5.5% | -29.8% | +35.3% | +5.3% |
| 6M | +16.1% | -22.2% | +38.3% | +15.7% |
| YTD | +2.7% | +142.1% | -139.4% | +1.7% |
| 1Y | +42.1% | +85.8% | -43.7% | +40.8% |
| All | -8.8% | +47.6% | -56.4% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling