-61.5%
DOCS vs AMDL
+384.9%
-446.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +9.2% | -12.0% | -2.6% |
| 7D | -1.4% | +4.5% | -6.0% | -1.3% |
| 30D | +21.8% | -4.4% | +26.2% | +21.8% |
| 3M | +27.3% | -30.5% | +57.8% | +27.1% |
| 6M | -0.3% | +300.9% | -301.2% | -1.6% |
| YTD | -40.5% | +219.9% | -260.4% | -41.1% |
| 1Y | -61.5% | +374.7% | -436.3% | -60.7% |
| All | -61.5% | +384.9% | -446.4% | -60.7% |
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 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