-17.3%
DHR vs AMDL
+131.0%
-148.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -0.3% |
| 7D | -2.4% | +29.0% | -31.4% | -3.0% |
| 30D | -2.2% | +19.1% | -21.2% | -2.6% |
| 3M | +9.0% | +1.8% | +7.2% | +7.6% |
| 6M | +3.5% | +374.4% | -370.9% | -6.8% |
| YTD | -10.1% | +278.9% | -289.0% | -18.9% |
| 1Y | +6.2% | +510.6% | -504.4% | -9.9% |
| All | -17.3% | +131.0% | -148.3% | -34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling