-14.9%
DPZ vs AMDL
+62.4%
-77.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +22.3% | -24.4% | -1.2% |
| 7D | +6.6% | -26.2% | +32.8% | +5.7% |
| 30D | +10.3% | -57.1% | +67.4% | +7.4% |
| 3M | -6.2% | -29.8% | +23.7% | -6.4% |
| 6M | +4.2% | -22.2% | +26.5% | +4.0% |
| YTD | -18.4% | +142.1% | -160.5% | -19.2% |
| 1Y | -14.9% | +85.8% | -100.8% | -16.6% |
| All | -14.9% | +62.4% | -77.4% | -16.6% |
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