+19.0%
DOCS vs AMDL
+20.7%
-1.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -34.9% | +30.6% | -3.0% |
| 7D | -1.3% | -52.7% | +51.4% | +1.0% |
| 30D | +19.4% | -65.3% | +84.7% | +23.4% |
| 3M | +53.4% | -40.8% | +94.2% | +54.8% |
| 6M | +28.8% | -12.9% | +41.6% | +22.7% |
| YTD | -25.1% | +98.0% | -123.1% | -34.5% |
| 1Y | -48.1% | +30.1% | -78.3% | -53.0% |
| All | +19.0% | +20.7% | -1.7% | -10.0% |
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