-4.9%
DHR vs AMDL
+119.6%
-124.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.3% | -14.7% | -0.8% |
| 7D | +0.2% | +18.5% | -18.3% | -0.7% |
| 30D | +6.4% | -24.2% | +30.6% | +6.4% |
| 3M | +13.6% | +11.5% | +2.2% | +12.4% |
| 6M | +41.9% | -1.0% | +42.9% | +38.6% |
| YTD | +3.4% | +260.3% | -256.9% | -7.3% |
| 1Y | +9.9% | +178.2% | -168.3% | -0.4% |
| All | -4.9% | +119.6% | -124.5% | -25.4% |
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 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