-32.3%
DOW vs AMDL
+145.7%
-178.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.9% | -10.0% | +1.3% |
| 7D | +3.7% | +103.5% | -99.9% | -0.1% |
| 30D | +16.3% | -18.3% | +34.6% | +16.3% |
| 3M | +9.7% | +20.1% | -10.4% | +6.7% |
| 6M | -14.1% | +15.9% | -30.0% | -18.3% |
| YTD | +46.6% | +303.0% | -256.4% | +19.2% |
| 1Y | +56.8% | +164.0% | -107.1% | +32.8% |
| All | -32.3% | +145.7% | -178.0% | -55.1% |
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 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