+38.8%
DLR vs AMDL
+145.7%
-106.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.9% | -10.6% | +0.4% |
| 7D | +5.0% | +103.5% | -98.5% | -1.0% |
| 30D | +3.0% | -18.3% | +21.3% | +2.9% |
| 3M | -6.3% | +20.1% | -26.3% | -9.3% |
| 6M | -4.8% | +15.9% | -20.7% | -10.0% |
| YTD | +21.0% | +303.0% | -282.0% | +0.3% |
| 1Y | +15.1% | +164.0% | -148.8% | -1.4% |
| All | +38.8% | +145.7% | -106.9% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling