-5.8%
DHI vs AMDL
+131.0%
-136.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.0% | -5.7% | +0.2% |
| 7D | -2.3% | +29.0% | -31.3% | -2.9% |
| 30D | -5.3% | +19.1% | -24.3% | -5.7% |
| 3M | -7.8% | +1.8% | -9.5% | -8.4% |
| 6M | -5.4% | +374.4% | -379.8% | -9.8% |
| YTD | -2.7% | +278.9% | -281.6% | -7.3% |
| 1Y | -21.0% | +510.6% | -531.5% | -27.2% |
| All | -5.8% | +131.0% | -136.8% | -15.9% |
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