-39.9%
DOW vs AMDL
+95.0%
-134.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.2% | -12.2% | -3.6% |
| 7D | -2.4% | +4.5% | -6.9% | -2.7% |
| 30D | +0.4% | -4.4% | +4.8% | +0.4% |
| 3M | -14.4% | -30.5% | +16.1% | -14.1% |
| 6M | -7.0% | +300.9% | -307.9% | -22.2% |
| YTD | +30.2% | +219.9% | -189.7% | +9.0% |
| 1Y | +29.2% | +374.7% | -345.5% | +0.2% |
| All | -39.9% | +95.0% | -134.9% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling