-35.9%
DOW vs AMDL
+47.6%
-83.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +22.3% | -24.1% | -2.9% |
| 7D | -9.5% | -26.2% | +16.7% | -8.6% |
| 30D | +13.1% | -57.1% | +70.2% | +16.8% |
| 3M | +4.8% | -29.8% | +34.7% | +4.8% |
| 6M | -16.7% | -22.2% | +5.6% | -19.6% |
| YTD | +38.9% | +142.1% | -103.3% | +15.9% |
| 1Y | +48.3% | +85.8% | -37.5% | +26.2% |
| All | -35.9% | +47.6% | -83.5% | -56.4% |
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