+51.9%
DOW vs AMDL
+108.7%
-56.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.2% |
| 7D | -4.2% | -30.7% | +26.5% | -4.8% |
| 30D | +14.7% | -43.8% | +58.5% | +13.8% |
| 3M | +9.1% | -24.5% | +33.6% | +8.8% |
| 6M | -17.7% | +44.7% | -62.3% | -18.2% |
| YTD | +44.6% | +204.0% | -159.4% | +35.6% |
| 1Y | +51.9% | +109.1% | -57.2% | +44.3% |
| All | +51.9% | +108.7% | -56.8% | +44.3% |
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