+40.6%
DIA vs AMDL
+119.6%
-79.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.3% | -13.8% | -0.2% |
| 7D | -1.6% | +18.5% | -20.1% | -3.1% |
| 30D | +1.3% | -24.2% | +25.5% | +1.6% |
| 3M | -2.1% | +11.5% | -13.5% | -4.1% |
| 6M | +6.2% | -1.0% | +7.2% | +2.8% |
| YTD | +10.3% | +260.3% | -249.9% | -3.4% |
| 1Y | +11.0% | +178.2% | -167.2% | -1.6% |
| All | +40.6% | +119.6% | -79.0% | +11.8% |
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