-19.7%
DPZ vs AMDL
+85.3%
-105.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.8% | +5.4% |
| 7D | +10.1% | -30.7% | +40.8% | +10.4% |
| 30D | +14.6% | -43.8% | +58.4% | +15.1% |
| 3M | -6.8% | -24.5% | +17.8% | -6.7% |
| 6M | +4.4% | +44.7% | -40.3% | +0.3% |
| YTD | -16.8% | +204.0% | -220.8% | -23.8% |
| 1Y | -14.5% | +109.1% | -123.5% | -20.5% |
| All | -19.7% | +85.3% | -105.0% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling