+47.0%
DOW vs AMDL
+127.5%
-80.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +26.8% | -28.2% | -0.9% |
| 7D | -9.4% | +10.3% | -19.7% | -8.9% |
| 30D | +8.9% | -38.3% | +47.2% | +8.5% |
| 3M | +6.7% | -8.7% | +15.5% | +6.9% |
| 6M | -14.2% | -14.4% | +0.2% | -13.6% |
| YTD | +36.9% | +206.9% | -170.0% | +29.6% |
| All | +47.0% | +127.5% | -80.5% | +40.3% |
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