-9.7%
DG vs AMDL
+95.0%
-104.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.2% | -7.7% | +1.5% |
| 7D | +8.4% | +4.5% | +3.9% | +8.4% |
| 30D | +4.9% | -4.4% | +9.3% | +4.9% |
| 3M | +29.3% | -30.5% | +59.8% | +29.2% |
| 6M | -11.3% | +300.9% | -312.2% | -11.8% |
| YTD | +1.8% | +219.9% | -218.2% | +1.0% |
| 1Y | +25.3% | +374.7% | -349.4% | +25.0% |
| All | -9.7% | +95.0% | -104.7% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling