-39.7%
DOW vs AMDL
+117.8%
-157.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.7% | -11.2% | -0.2% |
| 7D | -2.9% | +19.9% | -22.9% | -4.0% |
| 30D | +2.0% | +6.3% | -4.3% | +1.3% |
| 3M | -12.5% | -9.9% | -2.6% | -13.7% |
| 6M | -9.2% | +394.3% | -403.5% | -25.3% |
| YTD | +30.8% | +257.3% | -226.5% | +8.7% |
| 1Y | +29.4% | +508.5% | -479.1% | -2.0% |
| All | -39.7% | +117.8% | -157.4% | -59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling