+6.4%
DLR vs AMDL
+62.4%
-56.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +22.3% | -22.5% | -1.7% |
| 7D | -3.6% | -26.2% | +22.6% | -2.3% |
| 30D | -3.5% | -57.1% | +53.6% | +0.4% |
| 3M | -8.9% | -29.8% | +20.9% | -7.9% |
| 6M | -11.6% | -22.2% | +10.6% | -12.9% |
| YTD | +14.9% | +142.1% | -127.2% | +3.2% |
| 1Y | +6.4% | +85.8% | -79.4% | -4.2% |
| All | +6.4% | +62.4% | -56.0% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling