-6.1%
DHI vs AMDL
+117.8%
-123.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.7% | -14.7% | -3.2% |
| 7D | -2.0% | +19.9% | -22.0% | -2.5% |
| 30D | -8.3% | +6.3% | -14.6% | -8.5% |
| 3M | -3.7% | -9.9% | +6.2% | -4.2% |
| 6M | -5.4% | +394.3% | -399.7% | -9.9% |
| YTD | -3.0% | +257.3% | -260.3% | -7.5% |
| 1Y | -23.8% | +508.5% | -532.4% | -30.0% |
| All | -6.1% | +117.8% | -123.9% | -16.0% |
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 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